Fox, John
2019-Dec-09 16:52 UTC
[R] Where is the SD in output of glm with Gaussian distribution
Dear Bert, It's perhaps a bit pedantic to point it out, but the dispersion is estimated from the Pearson statistic (sum of squared residuals or weighted squared residuals) not from the residual deviance. You can see this in the code for summary.glm(). Best, John ----------------------------- John Fox, Professor Emeritus McMaster University Hamilton, Ontario, Canada Web: http::/socserv.mcmaster.ca/jfox> On Dec 9, 2019, at 10:45 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > In addition, as John's included output shows, only 1 parameter, the > intercept, is fit. As he also said, the sd is estimated from the residual > deviance -- it is not a model parameter. > > Suggest you spend some time with a glm tutorial/text. > > Bert > > On Mon, Dec 9, 2019 at 7:17 AM Marc Girondot via R-help < > r-help at r-project.org> wrote: > >> Let do a simple glm: >> >>> y=rnorm(100) >>> gnul <- glm(y ~ 1) >>> gnul$coefficients >> (Intercept) >> 0.1399966 >> >> The logLik shows the fit of two parameters (DF=2) (intercept) and sd >> >>> logLik(gnul) >> 'log Lik.' -138.7902 (df=2) >> >> But where is the sd term in the glm object? >> >> If I do the same with optim, I can have its value >> >>> dnormx <- function(x, data) {1E9*-sum(dnorm(data, mean=x["mean"], >> sd=x["sd"], log = TRUE))} >>> parg <- c(mean=0, sd=1) >>> o0 <- optim(par = parg, fn=dnormx, data=y, method="BFGS") >>> o0$value/1E9 >> [1] 138.7902 >>> o0$par >> mean sd >> >> 0.1399966 0.9694405 >> >> But I would like have the value in the glm. >> >> (and in the meantime, I don't understand why gnul$df.residual returned >> 99... for me it should be 98=100 - number of observations) -1 (for mean) >> - 1 (for sd); but it is statistical question... I have asked it in >> crossvalidated [no answer still] !) >> >> Thanks >> >> Marc >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. >> > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.