[R] mu^2(1-mu)^2 variance function for GLM
Henric Nilsson
henric.nilsson at statisticon.se
Wed Jun 22 12:11:43 CEST 2005
Dear Professor Firth,
David Firth said the following on 2005-06-16 17:22:
> I do not have a ready stock of other examples, but I do have my own
> version of a family function for this, reproduced below. It differs
> from yours (apart from being a regular family function rather than using
> a modified "quasi") in the definition of deviance residuals. These
> necessarily involve an arbitrary constant (see McCullagh and Nelder,
> 1989, p330); in my function that arbitrariness is in the choice eps <-
> 0.0005. I don't think the deviance contributions as you specified in
> your code below will have the right derivative (with respect to mu) for
> observations where y=0 or y=1.
I'm sorry for the late reply.
You're right -- my definition of the deviance residuals isn't correct.
Your code, on the other hand, seems to do the right thing.
Many thanks for this note and the provided `wedderburn' function.
Henric
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