On Thu, 8 Mar 2001, Chong Gu wrote:
>
> Folks,
>
> I am not sure if it's a feature or a "bug". The same is
observed in
> Splus.
>
> Suppose I have Poisson counts, and I would like to estimate the
> parameter using glm. I would assume I can feed it the individual
> counts, or I can feed it the distinctive counts with the frequency as
> the weights, and I would get the same results. I do, but the deviance
> df are returned differently. Here is a short session.
>
> y<-rpois(1000,5)
> fr<-as.vector(table(y))
> yy<-0:(length(fr)-1)
> glm(y~1,poisson)
> glm(yy~1,poisson,weight=fr)
>
> I believe the first call to glm gives the correct df, but with real
> data, do I have to break up the tabulated data to get it right from R
> (or Splus), or I just have to manually calculate the df? Can this be
> potentially misleading to practitioners?
>
> Or maybe my thinking was off?
The deviance is by comparison with a saturated model, and because the data
are different, so is the saturated model. For this problem, the saturated
model has one parameter per x observation, not one per y observation. So
in the second case you are specifying that there are 14 (in my run) (x,y)
pairs that occurred a number of times *and* this would always have
occurred. Given that you grouped on y, that seems invalid except as a
computational device.
> I tried similar things with Bernoulli data and got similar results.
Grouping data can also affect the likelihood and the MLE in other problems.
It's neither a feature nor a bug, but part of the definitions.
--
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._