[R] glm deviance question

Anne York york at noaa.gov
Sat Jan 5 22:54:10 CET 2002


Prof. ripley is is usual observant self. When I transferred the array to R,
there was a typo which resulted in the glm coefficients to have the same
absolute value but different signs. Sorry for the mistake.
Anne

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Anne E. York
National Marine Mammal Laboratory
Seattle WA 98115-0070  USA
e-mail: anne.york at noaa.gov
Voice: +1 206-526-4039
Fax: +1 206-526-6615
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

On Fri, 4 Jan 2002, Prof Brian Ripley wrote:

>On Fri, 4 Jan 2002, Anne York wrote:
>
>> I am comparing the Splus and R fits of a simple glm.
>> In the following, foo is generated from rbinom with size = 20 p = 0.5.
>> The coefficients (and SE's0 of the fitted models are the same, but the
>> estimated deviances are quite different. Could someone please tell me why
>> they are so different? I am using R version 1.3.1 and Splus 2000 release 3
>> on windows 2000.
>
>I can't reproduce your S-PLUS results.  I get under 3.4 and 6.0:
>
>Coefficients:
>                 Value Std. Error   t value
>(Intercept) -0.1502822  0.1002824 -1.498589
>
>    Null Deviance: 26.47916 on 19 degrees of freedom
>Residual Deviance: 26.47916 on 19 degrees of freedom
>
>so are you sure you did the same thing?  The coefficients are *not* the
>same, BTW (there is a sign change).
>
>>
>> ++++++++++++++++++++++
>> foo <- c(9,  4, 10,  7, 11, 13,  8,  6, 11, 14, 11,
>>          10,  7,  9, 13,  7,  9,  6, 10, 10)
>>
>> foo.glm <- glm(cbind(foo,20-foo)~1,family=binomial)
>>
>> In Splus:
>>
>> summary(foo.glm)
>>
>> Coefficients:
>>                 Value Std. Error  t value
>> (Intercept) 0.1502822  0.1002824 1.498589
>>
>> (Dispersion Parameter for Binomial family taken to be 1 )
>>
>>     Null Deviance: 21.89527 on 19 degrees of freedom
>>
>> Residual Deviance: 21.89527 on 19 degrees of freedom
>>
>>
>> In R:
>>
>> summary(foo.glm)
>>
>> Coefficients:
>>             Estimate Std. Error z value Pr(>|z|)
>> (Intercept)  -0.1503     0.1003  -1.499    0.134
>>
>> (Dispersion parameter for binomial family taken to be 1)
>>
>>     Null deviance: 26.479  on 19  degrees of freedom
>> Residual deviance: 26.479  on 19  degrees of freedom
>> AIC: 96.44
>>
>>
>> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>> Anne E. York
>> National Marine Mammal Laboratory
>> Seattle WA 98115-0070  USA
>> e-mail: anne.york at noaa.gov
>> Voice: +1 206-526-4039
>> Fax: +1 206-526-6615
>> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>>
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>
>-- 
>Brian D. Ripley,                  ripley at stats.ox.ac.uk
>Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>University of Oxford,             Tel:  +44 1865 272861 (self)
>1 South Parks Road,                     +44 1865 272860 (secr)
>Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>
>

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