[R] multiple GLMs with lmList in lme4
Thomas Lumley
tlumley at u.washington.edu
Tue Jan 17 16:15:11 CET 2006
On Tue, 17 Jan 2006, Daniel Farewell wrote:
> I'd like to fit a GLM to each of a number of subsets of some data. The
> `family' argument to `lmList' (in lme4) has given me cause for optimism,
> but so far I've only been able to achieve linear model fits. For example
>
>> df <- data.frame(gp = gp.temp <- factor(rep(1:3, each = 100)),
> x = x.temp <- rnorm(300),
> y = rpois(300, exp((-1:1)[gp.temp] + x.temp)))
Unless you are particularly attached to lmList() you might try by():
by(df,df$gp,function(subset) glm(y~x,family=poisson,data=subset))
-thomas
>
> Then a call to `glm' on the group 1 subset gives
>
>> glm(y ~ x, family = poisson, data = df, subset = gp == 1)
>
> Call: glm(formula = y ~ x, family = poisson, data = df, subset = gp == 1)
>
> Coefficients:
> (Intercept) x
> -1.0143 0.9726
>
> Degrees of Freedom: 99 Total (i.e. Null); 98 Residual
> Null Deviance: 138.5
> Residual Deviance: 82.76 AIC: 178.5
>
> (the right answer) but `lmList' gives
>
>> show(lmList(y ~ x | gp, family = poisson, data = df))
> Call: lmList(formula = y ~ x | gp, data = df, family = poisson)
> Coefficients:
> (Intercept) x
> 1 0.5560377 0.6362124
> 2 1.8431794 1.8541193
> 3 4.5773106 4.7871929
>
> Degrees of freedom: 300 total; 294 residual
> Residual standard error: 2.655714
>
> which come from linear model fits, e.g.
>
>> lm(y ~ x, data = df, subset = gp == 1)
>
> Call:
> lm(formula = y ~ x, data = df, subset = gp == 1)
>
> Coefficients:
> (Intercept) x
> 0.5560 0.6362
>
> Any suggestions as to why lmList matches the linear fits rather than the GLM fits would be greatly appreciated. I'm using R2.2.1 with lme version 0.98-1 in Windows XP.
>
> Daniel Farewell
> Cardiff University
>
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Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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