Dispersion in summary.glm() with binomial & poisson link
From ripley at stats.ox.ac.uk Tue May 9 15:30:33 2000 Date: Tue, 9 May 2000 06:29:10 +0100 (BST)
Following p.206 of "Statistical Models in S", I wish to change the code for summary.glm() so that it estimates the dispersion for binomial & poisson models when the parameter dispersion is set to zero. The following changes [insertion of ||dispersion==0 at one point; and !is.null(dispersion) at another] will do the trick:
I know S does that, but R is not documented to do so (so your example does works as documented). I think this is at best confusing. Once phi is estimated, they are quasi-likelihood models not binomial nor Poisson and in particular have no likelihood, so e.g. drop1 becomes inappropriate. And it is all too easy to have different treatments of dispersion in different ancilliary functions (as S managed for many years).
That is why I did not submit a bug report. The problem is that in many application areas phi is much greater than one.
My preference is to treat such models as quasi models. If enough people really want them as `binomial' or `poisson' then we need to make much wider changes to ensure consistency (and incompitibility with S).
I agree with the sentiments. So would it be feasible to have quasi-poisson and quasi-binomial errors? Would an immediate recourse be to create functions summary.quasi and predict.quasi? Or perhaps summary.phi, etc. John Maindonald email : john.maindonald at anu.edu.au Statistical Consulting Unit, phone : (6249)3998 c/o CMA, SMS, fax : (6249)5549 John Dedman Mathematical Sciences Building Australian National University Canberra ACT 0200 Australia -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._