Re: [Rd] proposed simulate.glm method

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri, 13 Feb 2009 11:38:36 +0100

>>>>> "BB" == Ben Bolker <bolker_at_ufl.edu>
>>>>> on Thu, 12 Feb 2009 11:29:14 -0500 writes:

    BB> I have found the "simulate" method (incorporated
    BB> in some packages) very handy. As far as I can tell the
    BB> only class for which simulate is actually implemented
    BB> in base R is lm ... this is actually a little dangerous
    BB> for a naive user who might be tempted to try
    BB> simulate(X) where X is a glm fit instead, because
    BB> it defaults to simulate.lm (since glm inherits from
    BB> the lm class), and the answers make no sense ...

    BB> Here is my simulate.glm(), which is modeled on
    BB> simulate.lm .  It implements simulation for poisson
    BB> and binomial (binary or non-binary) models, should     BB> be easy to implement others if that seems necessary.
    BB> I hereby request comments and suggest that it wouldn't
    BB> hurt to incorporate it into base R ...  (I will write
    BB> docs for it if necessary, perhaps by modifying ?simulate --
    BB> there is no specific documentation for simulate.lm)

    BB> cheers
    BB> Ben Bolker

[...............]

Hi Ben,
thank you for your proposals.

I agree that simulate.glm() has been in missing in some way, till now, in particular, as, as you note, "glm" objects extend "lm" ones and hence simulate(<glm>, ...) currently dispatches to calling simulate.lm(....) which is only correct in the case of the gaussian family.

I have looked at your proposal a bit, already "improved" the code slightly (e.g. re-include the comment you lost when you ``copied'' simulate.lm(): In such cases, please work from the source, not from what you get by print()ing stats:::simulate.lm --- the source is either a recent tarball, or the SVN repository, in this case, file https://svn.r-project.org/R/trunk/src/library/stats/R/lm.R ] and am planning to look at your and some own examples; all with the goal to indeed include this in the R standard 'stats' package in R-devel [to become R 2.9.0 in the future].

About the help page: At the moment, I think that only a few words would need to be added to the simulate help page, i.e., https://svn.r-project.org/R/trunk/src/library/stats/man/simulate.Rd and will be happy to receive a patch against this file.

Thank you again, and best regards,
Martin Maechler, ETH Zurich



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