Re: [Rd] proposed simulate.glm method

From: Heather Turner <Heather.Turner_at_warwick.ac.uk>
Date: Fri, 13 Feb 2009 11:49:06 +0000

Dear Martin,

I think a simulate.glm method ought to be able to work for gnm objects too. David Firth and I started to work on this a long time ago, but stopped part-way through when simulate.lm was introduced, thinking that simulate.glm was probably in the pipeline and we were duplicating effort. Obviously we have let this slip when a contribution might have been useful. We developed a prototype for poisson, binomial, gaussian, gamma and inverse gaussian models which might be usefully merged with Ben's proposed simulate.glm. What's the best way to go about this? I would also like to test the proposed simulate.glm to check whether it will work with gnm objects or whether a simulate.gnm will be necessary.

Thanks and best regards,

Heather

Martin Maechler wrote:

>>>>>> "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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