[R] How to read the summary
mathallan
mathanmath at gmail.com
Tue Apr 28 15:09:44 CEST 2009
How can I from the summary function, decide which glm (fit1, fit2 or fit3)
fits to data best? I don't know what to look after, so I would please
explain the important output.
> fit1 <- glm(Y~X, family=gaussian(link="identity"))
> fit2 <- glm(Y~X, family=gaussian(link="log"))
> fit3 <- glm(Y~X, family=Gamma(link="log"))
> summary(fit1)
Call:
glm(formula = Y ~ X, family = gaussian(link = "identity"))
Deviance Residuals:
Min 1Q Median 3Q Max
-3.6619 -1.9693 -0.4119 2.0787 3.9664
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.4285 1.6213 -0.264 0.798258
X 4.3952 0.7089 6.200 0.000259 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for gaussian family taken to be 6.784605)
Null deviance: 315.081 on 9 degrees of freedom
Residual deviance: 54.277 on 8 degrees of freedom
AIC: 51.294
Number of Fisher Scoring iterations: 2
> summary(fit2)
Call:
glm(formula = Y ~ X, family = gaussian(link = "log"))
Deviance Residuals:
Min 1Q Median 3Q Max
-1.5489 -0.2960 0.4776 0.6353 1.2773
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.50537 0.16562 3.051 0.0158 *
X 0.66352 0.05083 13.055 1.13e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for gaussian family taken to be 1.083989)
Null deviance: 315.0810 on 9 degrees of freedom
Residual deviance: 8.6718 on 8 degrees of freedom
AIC: 32.954
Number of Fisher Scoring iterations: 6
> summary(fit3)
Call:
glm(formula = Y ~ X, family = Gamma(link = "log"))
Deviance Residuals:
Min 1Q Median 3Q Max
-0.35269 -0.09272 0.02550 0.13625 0.18018
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.85959 0.11244 7.645 6.04e-05 ***
X 0.53134 0.04916 10.808 4.74e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for Gamma family taken to be 0.03262828)
Null deviance: 4.31315 on 9 degrees of freedom
Residual deviance: 0.28385 on 8 degrees of freedom
AIC: 36.65
Number of Fisher Scoring iterations: 5
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