Withut looking up your reference, are you not comparing grouped and
ungrouped deviances? And polr() does not say anything about accepting
a model (or not), only about the comparison between two models.
'Deviances' are in comparison with some 'saturated' model, and I
would
say that M&N are comparing with a separate fit to each group, polr()
with correctly predicting each observation. Both are valid, but refer
to different questions.
On Tue, 13 Jan 2009, Gerard M. Keogh wrote:
>
> Dear all,
>
>
> I've replicated the cheese tasting example on p175 of GLM's by
McCullagh
> and Nelder. This is a 4 treatment (rows) by 9 ordinal response (cols)
> table.
>
> Here's my simple code:
>
> #### cheese
> library(MASS)
> options(contrasts = c("contr.treatment",
"contr.poly"))
> y = c(0,0, 1, 7, 8,8,19, 8,1, 6,9,12,11, 7,6, 1, 0,0, 1,1, 6, 8,23,7,
> 5, 1,0, 0,0, 0, 1, 3,7,14,16,11)
> p >
c(1,2,3,4,5,6,7,8,9,1,2,3,4,5,6,7,8,9,1,2,3,4,5,6,7,8,9,1,2,3,4,5,6,7,8,9)
> x1 >
c(1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0)
> x2 >
c(0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0)
> x3 >
c(0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0)
> # catgeory 4 is used as baseline
> ord.rp = ordered(p)
> fit0.polr = polr(ord.rp ~ 1, weights=y)
> fit1.polr = polr(ord.rp ~ x1 + x2+x3, weights=y)
> summary(fit1.polr)
> anova(fit0.polr,fit1.polr)
>
> This works and "summary" gives the correct parameter estimates
but I have a
> problem with the deviance.
> Anova gives
> Likelihood ratio tests of ordinal regression models
>
> Response: ord.rp
> Model Resid. df Resid. Dev Test Df LR stat. Pr(Chi)
> 1 1 200 859.8018
> 2 x1 + x2 + x3 197 711.3479 1 vs 2 3 148.4539 0
>
>
> In McCullagh the deviance for the null model is given as 168.8 on 24 d.f.
> and the fitted model is 20.3 on 21 d.f.
> This means the change in POLR and in the book is 148.5 on 3 d.f. so the
> model gives a significant improvement.
>
> But the model deviance from POLR is 711 vs. 20.3 from McCullagh.
> Thus POLR says we should reject the model fit with chi-sq = 35 while
> McCullagh say we should accept it
>
> Could someone explain what I should do when it comes to accepting or
> rejecting the model fit itself in R?
>
> I'm using R 2.8.0.
>
> Thanks.
>
> Gerard
>
>
>
**********************************************************************************
> The information transmitted is intended only for the person or entity to
which it is addressed and may contain confidential and/or privileged material.
Any review, retransmission, dissemination or other use of, or taking of any
action in reliance upon, this information by persons or entities other than the
intended recipient is prohibited. If you received this in error, please contact
the sender and delete the material from any computer. It is the policy of the
Department of Justice, Equality and Law Reform and the Agencies and Offices
using its IT services to disallow the sending of offensive material.
> Should you consider that the material contained in this message is
offensive you should contact the sender immediately and also
mailminder[at]justice.ie.
>
> Is le haghaidh an duine n? an eintitis ar a bhfuil s? d?rithe, agus le
haghaidh an duine n? an eintitis sin amh?in, a bhearta?tear an fhaisn?is a
tarchuireadh agus f?adfaidh s? go bhfuil ?bhar faoi r?n agus/n? faoi phribhl?id
inti. Toirmisctear aon athbhreithni?, atarchur n? leathadh a dh?anamh ar an
bhfaisn?is seo, aon ?s?id eile a bhaint aisti n? aon ghn?omh a dh?anamh ar a
hiontaoibh, ag daoine n? ag eintitis seachas an faighteoir beartaithe. M? fuair
t? ? seo tr? dhearmad, t?igh i dteagmh?il leis an seolt?ir, le do thoil, agus
scrios an t-?bhar as aon r?omhaire. Is ? beartas na Roinne Dl? agus Cirt,
Comhionannais agus Athch?irithe Dl?, agus na nOif?g? agus na nGn?omhaireachta? a
?s?ideann seirbh?s? TF na Roinne, seoladh ?bhair chol?il a dh?chead?.
> M?s rud ? go measann t? gur ?bhar col?il at? san ?bhar at? sa
teachtaireacht seo is ceart duit dul i dteagmh?il leis an seolt?ir l?ithreach
agus le mailminder[ag]justice.ie chomh maith.
>
***********************************************************************************
>
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> 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