On Fri, 20 Jul 2007, Rachel Davidson wrote:
> I have a couple quick questions about the use of cv.glm for
> cross-validation.
>
> 1. If we have a Poisson GLM with counts Y~Poisson(mu) and
> ln(mu)=beta0+beta1*x1+..., is the prediction error (delta) that is output
> from cv.glm provided in terms of the counts (y) or the (mu)?
It is of prediction error as measured by the cost function. Since y and
mu are on the same scale I wonder if you meant was it on log scale? If
so, it is on the response scale.
The default cost function is probably not appropriate for a log-linear
model.
> 2. Can cv.glm be used for negative binomial models fit using glm.nb? It
> appears to work, but since NB models aren't strictly GLM's I wanted
to
> check.
NB models are strictly glms, but glm.nb estimates parameters that glm does
not, so no.
>
> Thanks!
>
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>
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--
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)
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