Jim Lindsey
2000-May-09 15:12 UTC
[R] Dispersion in summary.glm() with binomial & poisson link (fwd)
> > That is why I did not submit a bug report. The problem is that in > > many application areas phi is much greater than one. > > The gnlr function in my gnlm library (at > www.luc.ac.be/~jlindsey/rcode.html) will fit quite a variety of > different overdispersed Poisson- and binomial-based distributions > (i.e. phi different from one) using their exact likelihoods. > JimAs Bill Venables has kindly pointed out, I was a bit sloppy in the above: phi here refers to the appropriate overdispersion parameter in the distribution chosed, negative binomial, beta-binomial, double exponential, multiplicative Poisson/binomial, etc. For some distributions, it can be less than one, i.e. underdispersed. Jim -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Prof Brian Ripley
2000-May-09 16:34 UTC
[R] Dispersion in summary.glm() with binomial & poisson link (fwd)
> From: Jim Lindsey <jlindsey at alpha.luc.ac.be> > Date: Tue, 9 May 2000 17:12:26 +0200 (MET DST) > > > > That is why I did not submit a bug report. The problem is that in > > > many application areas phi is much greater than one. > > > > The gnlr function in my gnlm library (at > > www.luc.ac.be/~jlindsey/rcode.html) will fit quite a variety of > > different overdispersed Poisson- and binomial-based distributions > > (i.e. phi different from one) using their exact likelihoods. > > Jim > > As Bill Venables has kindly pointed out, I was a bit sloppy in the > above: phi here refers to the appropriate overdispersion parameter in > the distribution chosed, negative binomial, beta-binomial, double > exponential, multiplicative Poisson/binomial, etc. For some > distributions, it can be less than one, i.e. underdispersed. JimYes, that was exactly my concern. What gnlr does makes sense to me, but a phi>1 binomial or Poisson only makes sense as a quasi model. In the distributions Jim has coded the variance/mean ratio is not constant (as it is for the phi-Poisson), for example, and the implied quasi-likelihood (where it exists) differs from those likelihoods. But GLIM and S and R will in their own ways fit those models, and I want to look hard to see if what they do in R is sensible (and some things seem not to be, as Ben Bolker pointed out ca April 19). -- 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 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Ben Bolker
2000-May-09 21:13 UTC
[R] Dispersion in summary.glm() with binomial & poisson link (fwd)
> > But GLIM and S and R will in their own ways fit those models, and > I want to look hard to see if what they do in R is sensible (and > some things seem not to be, as Ben Bolker pointed out ca April 19).Thanks: I''ve been following this discussion with interest, since I had wondered if my previous message had disappeared into the void ... I''m getting lots of the information I wanted from this exchange. While we''re on the topic: would it make any sense in this context to implement the F-test suggested in MASS3 p. 215 (eq 7.10), or does the fact that "this must be used with some caution in non-Gaussian cases" suggest that it would be better to leave it out and not let people get into trouble using it? Should the documentation about scale parameters say that if you''re heavily into estimating scale parameters you should probably be using quasi-likelihoods instead? Just out of curiosity, is there documentation for profile.glm beyond what''s in MASS3? (Or should it just be linked/added to the profile.nls help?) (I''m thinking about writing a profile.ms or something like that; I''ve been having my students look at likelihood profiles a lot.) I will look into Jim Lindsey''s code (which sounds like it does specific extensions of binomial/Poisson rather than quasi-likelihood?) thanks all, Ben -- Ben Bolker bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker 318 Carr Hall/Box 118525 tel: (352) 392-5697 Gainesville, FL 32611-8525 fax: (352) 392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Hello:
I am trying to use the function
scatterplot3d(), obtained from:
## scatterplot3d, 0.2.10 , 17.04.00,
## Uwe Ligges <ligges at statistik.uni-dortmund.de>,
## http://www.statistik.uni-dortmund.de/leute/ligges.htm
I had originally seen this function discussed here on the list, I think by
one of the authors. Anyway, I need to know whether anyons has heard of
the function xyz.coords(), which the scatterplot3d function calls. I get
an error message, under R 1.0.0 under NT4, as follows:
couldn''t find function "xyz.coords"
I am clueless. Am I supposed to know about this function, as the autghors
seem to assume? Thanks for any help.
Tom Richards
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On Tue, 9 May 2000 richards at toutatis.pci.upmc.edu wrote:> Hello: > > I am trying to use the function > > scatterplot3d(), obtained from: > > ## scatterplot3d, 0.2.10 , 17.04.00, > ## Uwe Ligges <ligges at statistik.uni-dortmund.de>, > ## http://www.statistik.uni-dortmund.de/leute/ligges.htm > > > I had originally seen this function discussed here on the list, I think by > one of the authors. Anyway, I need to know whether anyons has heard of > the function xyz.coords(), which the scatterplot3d function calls. I get > an error message, under R 1.0.0 under NT4, as follows: > > couldn''t find function "xyz.coords" > > I am clueless. Am I supposed to know about this function, as the autghors > seem to assume? Thanks for any help.You will find xyz.coords() in the development version of R, available from CRAN. It won''t be in a stable release until June sometime. -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
richards at toutatis.pci.upmc.edu writes:> scatterplot3d(), obtained from: > > ## scatterplot3d, 0.2.10 , 17.04.00, > ## Uwe Ligges <ligges at statistik.uni-dortmund.de>, > ## http://www.statistik.uni-dortmund.de/leute/ligges.htm >...> couldn''t find function "xyz.coords" > > I am clueless.Now that statement is quite a temptation to comment upon...> Am I supposed to know about this function, as the autghors > seem to assume? Thanks for any help....especially since xyz.coords sits 5 lines down from 3D-Scatterplot on Uwe''s homepage! -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /''_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Jim Lindsey
2000-May-09 23:04 UTC
[R] Dispersion in summary.glm() with binomial & poisson link
> I will look into Jim Lindsey''s code (which sounds like it does specific > extensions of binomial/Poisson rather than quasi-likelihood?)Yes that is correct. It has nothing to do with quasi-likelihood. The function gnlr does linear and nonlinear regression based on likelihood with all of the under- and overdispersed Poisson- and binomial-related distributions that I am aware of. If anyone can suggest others, I shall implement them. Jim> > thanks all, > Ben > > -- > Ben Bolker bolker at zoo.ufl.edu > Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker > 318 Carr Hall/Box 118525 tel: (352) 392-5697 > Gainesville, FL 32611-8525 fax: (352) 392-3704-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Peter Dalgaard BSA wrote:> richards at toutatis.pci.upmc.edu writes: > > > scatterplot3d(), obtained from: > > > > ## scatterplot3d, 0.2.10 , 17.04.00, > > ## Uwe Ligges <ligges at statistik.uni-dortmund.de>, > > ## http://www.statistik.uni-dortmund.de/leute/ligges.htm > > > ... > > couldn''t find function "xyz.coords" > > > > I am clueless. > > Now that statement is quite a temptation to comment upon... > > > Am I supposed to know about this function, as the autghors > > seem to assume? Thanks for any help. > > ...especially since xyz.coords sits 5 lines down from 3D-Scatterplot > on Uwe''s homepage!... and also included in the *package* scatterplot3d_0.2.11.tar.gz (or .zip for windows). Regards, Uwe Ligges -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Ben Bolker <ben at zoo.ufl.edu> writes:> Just out of curiosity, is there documentation for profile.glm beyond > what''s in MASS3? (Or should it just be linked/added to the profile.nls > help?) (I''m thinking about writing a profile.ms or something like that; > I''ve been having my students look at likelihood profiles a lot.)The generic profile is in the nls library, as are profile.nls and plot.profile.nls. Try example(plot.profile.nls) to see the effect. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
I''ve seen profile.nls; I was thinking about extending it to do general likelihood surfaces, but it looks like all I need to is write a "profile" method for generalized likelihoods (I don''t know whether I should expend the effort to follow the format of ms() as defined in S(-PLUS?) or not), and "plot.profile" will work automatically. -- Ben Bolker bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker 318 Carr Hall/Box 118525 tel: (352) 392-5697 Gainesville, FL 32611-8525 fax: (352) 392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._