[R] question about chi values GLM
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sat Jun 14 16:58:55 CEST 2014
On 14/06/2014 09:45, peter dalgaard wrote:
> The column labeled "Deviance" pretty much _is_ the chi-square, specifically the likelihood ratio test statistic, which has an asymptotic chi-square distribution. (Using test="Rao" gives you the alternative Rao efficient score test, which in your case doesn't make much of a difference.)
> Notice though, that those displays are sequential and it is not clear that the one in the image you attach is made in the same way (or in a sensible way for that matter). In particular, you have highly significant interaction terms, in which case the main effects tests are mostly irrelevant. You may need to consult a textbook on Poisson modelling or generalized linear modelling -- the discussion is a bit too long to be fitted into a mailing list.
We do not know what is meant by the entries in those tables. Many years
ago (before even the term 'deviance' was coined) H.O. Lancaster and
others partitioned chi-squared tests, with a similar table to an
analysis of deviance but different numerical quantities. Although
Peter's guess is the most likely one, it is not the only possible one.
As an overall test of fit in a Poisson log-linear model there is a
likelihood-ratio aka deviance test (sometimes called a G^2 test or
G-test) and a Chi-squared test (which is different).
The 'df' in the table make no sense. For three binary variables, Season
x sex has more df than Season or Sex, and Time x Sex has fewer ....
Even if we had the reference (and the OP really should have given us
that to allow him to reproduce it under 'fair use' copyright law) I
guess we would be little the wiser.
> On 14 Jun 2014, at 10:01 , Luis Fernando García <luysgarcia at gmail.com> wrote:
>> Dear all,
>> I am making an analysis using a GLM using three explanatory variables and a
>> response variable. I need to obtain a table similar to this one,
>> nevertheless, I have not been able to do it. I am having a hard time
>> specially getting the chi square values. I would like to know how to obatin
>> them. I have used the function ANOVA, but it shows me the deviance but not
>> the Chi-Square values, can be used these values?
>> I also would like to know what function could help me to make ad hoc
>> comparisons for single variables and interactions.
>> If any of you knows how to do both estimations, I would really appreciate
>> All the best!!!
>> This is my script
>> R-help at r-project.org mailing list
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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