goodness of fit for poisson glm - was:Re: [R] statistical prediction for glm()
Martin Wegmann
mailinglist2_wegmann at web.de
Mon Nov 24 19:02:39 CET 2003
I have to apologize, my subject was misleading or wrong.
thanks for pointing me to the correct name/description.
A goodness of fit measure for a Poisson GLM is what I am looking for.
I am looking for a method similar to cv.glm(),to receive the estimate of
prediction error.
I will have a look at the references given below, thanks for them.
Martin
On Monday 24 November 2003 17:11, Thomas W Blackwell wrote:
> Martin -
>
> Do you want a goodness of fit measure for a Poisson glm ?
>
> I would start py plotting the residuals and doing an
> analysis of deviance on nested models. See McCullagh and
> Nelder, as well as more recent references.
>
> - tom blackwell - u michigan medical school - ann arbor -
>
> On Fri, 21 Nov 2003, Martin Wegmann wrote:
> > Hello,
> >
> > possibly it is a stupid question but after few hours of trying and
> > searching, perhaps I used the wrong key words, I decided to post it.
> >
> > I have the output of a glm() of count data (poisson).
> > I would like to get the prediction error (cross-validation).
> >
> > cv.glm() does not work with poisson error family data. Or I have to
> > transform the output error pred. in some way.
> >
> > are there method especially for glm() with different error families to
> > receive the model goodness / the model badness?
> >
> > thanks in advance, Martin
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
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