[R] Pearson residuals in quasi family
MUGGEO VITO
vito.muggeo at giustizia.it
Wed Dec 19 10:34:55 CET 2001
Hi all,
This is a very silly question or something escapes me:
Let obj a simple gam poisson model. Let
>obj<-gam(....,family=poisson)
>obj1<-update(obj, family=quasi(link="log", var="mu"))
>From summary.glm(obj1) the dispersion parameter is estimated 1.165; In fact
it is:
> (predict(obj1, se.fit=T)$se.fit[1:5]/predict(obj, se.fit=T)$se.fit[1:5])^2
4 5 6 7 8
1.165767 1.165767 1.165767 1.165767 1.165767
The standard errors of the fitted values are greater in the quasi-Lik
approach, of course.
Because of this, it's expected that the pearson residuals are smaller in the
quasi-Lik, approach; but
> residuals(obj, type="pearson")[1:5]-residuals(obj1, type="pearson")[1:5]
4 5 6 7 8
0 0 0 0 0
That is
resid(obj1, type="pearson")!=resid(obj1, "response")/(predict(obj1,
se.fit=T)$se.fit
Am I wrong or is there any problem?
Thanks for your attention,
best,
vito
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