[R] add1() and glm
Chad Reyhan Bhatti
bhatticr at stat.rice.edu
Fri Mar 31 23:15:33 CEST 2006
Hello,
I have a question about the add1() function and quasilikelihoods for GLMs.
I am fitting quasi-Poisson models using glm(, family = quasipoisson).
Technically, with the quasilikelihood approach the deviance does not have
the interpretation as a likelihood-based measure of sample information.
Functions such as stepAIC() cannot be used. The function add1() returns
the change in the scaled deviance between the null model and the
alternative model along with a chi-sq p-value.
Agresti, (Categorical Data Analysis p.140 last sentence before Section
4.5.2), makes the statement "For some GLMs the scaled deviance has an
approximate chi-squared distribution." with no details, no references, and
no degrees of freedom.
Does anyone know:
1) How the p-value is computed in add1(), ie degrees of freedom and maybe
a reference?
2) A reference for using the scaled deviance for model comparison.
Thanks,
Chad R. Bhatti
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