[R] GML with tweedie: AIC=NA
Gordon Smyth
smyth at wehi.EDU.AU
Mon Aug 13 21:56:49 CEST 2007
Dear Catarina,
I prefer to leave the AIC value as NA for the tweedie GLM family
because it takes extra time to compute and is only occasionally
wanted. It's easy to compute the AIC yourself using the dtweedie()
function of the tweedie package.
Best wishes
Gordon
At 03:05 AM 14/08/2007, Catarina Miranda wrote:
>Dear Gordon;
>
>I have also sent this email to R help mailing list, so I apologize
>for duplicated mailing.
>I am modelling densities of some species of birds, and I have a
>problem with a great amount of zeros.
>I have decided to try GLMs with the tweedie family, but in all the
>models I have tried I got an NA for the AIC value.
>Just to check the problem I've compared the a glm using the
>Gaussian family with the identity link and a glm using the tweedie
>family with var.power=0 and link.power=1. These are equal, as
>expected, except the fact that the tweedie output gives me an NA for the AIC.
>Could you help me with this problem?
>Below you can find the two outputs I refer.
>
>Best Wishes;
>
>Catarina
>
> > summary(glm(formula=ACIN~DIST_REF+DIST_H2O+DIST_OST+
> COTA+H2O_SUP+vasa,family=gaussian(link="identity")))
>Call:glm(formula = ACIN ~ DIST_REF + DIST_H2O + DIST_OST + COTA
>+ H2O_SUP + vasa, family = gaussian(link = "identity"))
>Deviance
>Residuals: Min 1Q Median 3Q Max
>-0.112792 -0.042860 -0.021113 -0.006311 1.551824
>Coefficients: Estimate Std. Error t value
>Pr(>|t|) (Intercept)
>-6.625e-02 5.454e-02 -1.215 0.2256 DIST_REF 3.581e-06
>1.336e-05 0.268 0.7889 DIST_H2O -
>3.168e-05 1.527e-05 -2.074 0.0391
>*DIST_OST -1.799e-05 1.953e-05 -0.921 0.3579 COTA
>5.648e-04 2.470e-04 2.287 0.0230
>*H2O_SUP -2.172e-04 3.994e-04 -0.544 0.5870 vasa
>3.695e-02 4.573e-02 0.808 0.4199 ---Signif. codes: 0 '***'
>0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>(Dispersion parameter for gaussian family taken to be 0.02151985)
> Null deviance: 5.6028 on 257 degrees of freedomResidual
> deviance: 5.4015 on 251 degrees of freedomAIC: -249.33
>Number of Fisher Scoring iterations: 2
>
>
> > summary(glm(formula=ACIN~DIST_REF+DIST_H2O+DIST_OST+
> COTA+H2O_SUP+vasa,control=
> glm.control(maxit=750),family=tweedie(var.power=0, link.power=1)))
>Call:glm(formula = ACIN ~ DIST_REF + DIST_H2O + DIST_OST + COTA
>+ H2O_SUP + vasa, family = tweedie(var.power = 0, link.power =
>1), control = glm.control (maxit = 750))
>Deviance
>Residuals: Min 1Q Median 3Q Max
>-0.112792 -0.042860 -0.021113 -0.006311 1.551824
>Coefficients: Estimate Std. Error t value
>Pr(>|t|) (Intercept) -
>6.625e-02 5.454e-02 -1.215 0.2256 DIST_REF 3.581e-06
>1.336e-05 0.268 0.7889 DIST_H2O -3.168e-05 1.527e-05
>-2.074 0.0391
>*DIST_OST -1.799e-05 1.953e-05 -0.921 0.3579 COTA
>5.648e-04 2.470e-04 2.287 0.0230
>*H2O_SUP -2.172e-04 3.994e-04 -0.544 0.5870 vasa
>3.695e-02 4.573e-02 0.808 0.4199 ---Signif. codes: 0 '***'
>0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>(Dispersion parameter for Tweedie family taken to be 0.02151985)
> Null deviance: 5.6028 on 257 degrees of freedomResidual
> deviance: 5.4015 on 251 degrees of freedomAIC: NA
>Number of Fisher Scoring iterations: 2
>
>
More information about the R-help
mailing list