Message-ID: <21495.12412.668147.425818@stat.math.ethz.ch>
Date: 2014-08-22T11:58:52Z
From: Martin Maechler
Subject: Deviance residuals don't sum up to deviance
In-Reply-To: <CAPTd6_uPRT0aDX_rJZhfB9Ejd3uzU6QOGDXp+HjKCZOgp0hteg@mail.gmail.com>
> Hello,
> I fitted a logistic regression model with glmer. In the resulting model,
> the reported deviance is not the same as the sum of the squares of the
> residual deviances. The deviance is 3909, the sum of square deviance
> residuals is 3747.
> These two should be equal, shouldn't they? The difference seems too large
> for a roundoff error, I think.
> My data are 150k observations and the fitted probabilities are generally
> very small (between 1e-7 and 1e-2, median 1e-4).
Can you at least show the exact R function calls that you did to
produce it? Even better,
can you please use the 'gm1' from the first example in
help(glmer),
(gm1 <- glmer(cbind(incidence, size - incidence) ~ period + (1 | herd),
data = cbpp, family = binomial))
and now show how you compute these to sums with *reproducible* R
code. That way we (the readers of R-SIG-ME) can be motivated
much more to help you.
> Thanks! Roelof Coster
You are welcome ;-)
Martin Maechler