[R] GLM function with poisson distribution

[Peter Dalgaard]

Göran Broström <gb at tal.stat.umu.se> writes:

> On Wed, Jan 26, 2005 at 11:01:03AM +0100, Peter Dalgaard wrote:
> > Göran Broström <gb at tal.stat.umu.se> writes:
> > 
> > > > Try it with
> > > > 
> > > > b=c(rep(0,8),rmultinom(1,24,rep(1/8,8))) 
> > > 
> > > This is the conditional distribution, given the sufficient statistic.
> > 
> > Yes (and that was of course the point). I was surprised that there is
> > a difference at all (between this and rep(3,8) and also between
> > different calls to rmultinom). 
> 
> That surprises me :-) Really, if the observed values are exactly equal to
> the predicted values or not must make a difference?

To the deviance, yes. It is less obvious why the table of coefficients
comes out different, given that everything inside of it is a function
of the same sufficient statistics. The reason is the termination
criterion in glm.fit, which is on the relative change in deviance,

(I'm not too happy about that in principle. It is probably not too
important with our current epsilon of 1e-8 but I was burnt once by old
Genstat where the epsilon was something like 1e-4, deviances were
on the order of 1600, and absolute changes were used for tests.)

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907