Re: [Rd] proposed simulate.glm method

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri, 13 Feb 2009 15:05:33 +0100

Thanks a lot, Heather,

>>>>> "HT" == Heather Turner <Heather.Turner_at_warwick.ac.uk> >>>>> on Fri, 13 Feb 2009 11:49:06 +0000 writes:

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

In the mean time, private e-mail communications have started on the subject, and yes, we are very insterested in finding ``the best'' possible way, probably making use of Heather+David's code together with Ben's. One alternative (not mentioned yet on R-devel), we've been considering is to use simulate.lm() to also deal with "glm" (and possibly "gnm") objects ``in one place''.

Martin

    HT> 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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