Displaying 2 results from an estimated 2 matches for "2lnl".
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2ln
2004 Mar 16
2
glm questions --- saturated model
...> if specified). Right?
> >
> > I can use the Null and Residual deviance to calculate the
> "usual model
> > Chi-squared" statistic
> > -2[lnL(null) - lnL(fitted)].
> >
> > But, just for curiosity's sake, what't the saturated model's -2lnL ?
>
> It's important to remember that lnL is defined only up to an additive
> constant. For example a Poisson model has lnL contributions -mu +
> y*log(mu) + constant, and the constant is arbitrary. The
> differencing
> in the deviance calculation eliminates it. What c...
2004 Mar 16
2
glm questions
...Null model is the one that includes the constant only (plus offset
if specified). Right?
I can use the Null and Residual deviance to calculate the "usual model
Chi-squared" statistic
-2[lnL(null) - lnL(fitted)].
But, just for curiosity's sake, what't the saturated model's -2lnL ?
2. Why no 'scaled deviance' in output? Or, how are you supposed to tell
if there is over-dispersion?
I just checked andSAS gives us the scaled and nonscaled deviance.
I have read the Venables & Ripley (MASS 4ed) chapter on GLM . I believe
I understand the cautionary point about...