From: John Maindonald <john.maindonald_at_anu.edu.au>

Date: Thu, 17 Mar 2011 09:34:44 +1100

*>>> Peter Dalgaard: It would also be nice for teaching purposes if glm or summary.glm had a
*

*>>> "pearsonchisq" component and a corresponding extractor function, but I
*

>>> can imagine that there might be arguments against it that haven't

*>>> occured to me. Plus, I doubt that anyone wants to touch glm unless it's
*

*>>> to repair a bug. If I'm wrong about all that though, ...
*

*>>> From: Brett Presnell <presnell_at_stat.ufl.edu>
*

*>>> Date: 15 March 2011 2:40:29 PM AEDT
*

>>> To: peter dalgaard <pdalgd@gmail.com>

*>>> Cc: r-devel_at_r-project.org
*

*>>> Subject: Re: [Rd] Standardized Pearson residuals
*

*>>>
*

*>>>
*

*>>>
*

*>>> Thanks Peter. I have just a couple of minor comments, and another
*

*>>> possible feature request, although it's one that I don't think will be
*

*>>> implemented.
*

*>>>
*

*>>> peter dalgaard <pdalgd_at_gmail.com> writes:
*

*>>>
*

*>>>
*

*>>> I'm sure that's wise, but it would be nice to get it in as an option,
*

>>> even if it's not the default

*>>>
*

*>>>
*

*>>> Thank you. That's one more thing I won't have to provide code for
*

*>>> anymore. Coincidentally, Agresti mentioned this to me a week or two ago
*

>>> as something that he felt was missing, so that's at least two people who

*>>> will be happy to see this added.
*

*>>>
*

*>>> It would also be nice for teaching purposes if glm or summary.glm had a
*

*>>> "pearsonchisq" component and a corresponding extractor function, but I
*

*>>> can imagine that there might be arguments against it that haven't
*

*>>> occured to me. Plus, I doubt that anyone wants to touch glm unless it's
*

*>>> to repair a bug. If I'm wrong about all that though, ...
*

*>>>
*

*>>> BTW, as I go along I'm trying to collect a lot of the datasets from the
*

*>>> examples and exercises in the text into an R package ("icda"). It's far
*

*>>> from complete and what is there needed tidying up, but I hope to
*

*>>> eventually to round it into shape and put it on CRAN, assuming that
*

*>>> Agresti approves and that there are no copyright issues.
*

*>>>
*

*>>>
*

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed 16 Mar 2011 - 23:38:22 GMT

Date: Thu, 17 Mar 2011 09:34:44 +1100

One can easily test for the binary case and not give the statistic in that case.

A general point is that if one gave no output that was not open to abuse, there'd be nothing given at all! One would not be giving any output at all from poisson or binomial models, given that data that really calls for quasi links (or a glmm with observation level random effects) is in my experience the rule rather than the exception!

At the very least, why not a function dispersion() or pearsonchisquare() that gives this information.

Apologies that I misattributed this.

John Maindonald email: john.maindonald_at_anu.edu.au phone : +61 2 (6125)3473 fax : +61 2(6125)5549 Centre for Mathematics & Its Applications, Room 1194, John Dedman Mathematical Sciences Building (Building 27) Australian National University, Canberra ACT 0200. http://www.maths.anu.edu.au/~johnm

On 16/03/2011, at 12:41 AM, peter dalgaard wrote:

> > On Mar 15, 2011, at 13:42 , John Maindonald wrote: >

>>> can imagine that there might be arguments against it that haven't

>> > > Umm, that was Brett, actually. >> This would remedy what I have long judged a deficiency in summary.glm(). >> The information is important for diagnostic purposes. One should not have >> to fit a model with a quasi error, or suss out how to calculate the Pearson >> chi square from the glm model object, to discover that the information in the >> model object is inconsistent with simple binomial or poisson assumptions. > > It could be somewhere between useless and misleading in cases like binary logistic regression though. (Same thing goes for the test against the saturated model: Sometimes it makes sense and sometimes not.) > >> >> John Maindonald email: john.maindonald_at_anu.edu.au >> phone : +61 2 (6125)3473 fax : +61 2(6125)5549 >> Centre for Mathematics & Its Applications, Room 1194, >> John Dedman Mathematical Sciences Building (Building 27) >> Australian National University, Canberra ACT 0200. >> http://www.maths.anu.edu.au/~johnm >> >> On 15/03/2011, at 10:00 PM, r-devel-request_at_r-project.org wrote: >>

>>> To: peter dalgaard <pdalgd@gmail.com>

>>>> On Mar 14, 2011, at 22:25 , Brett Presnell wrote: >>>> >>>>> >>>>> Is there any reason that rstandard.glm doesn't have a "pearson" option? >>>>> And if not, can it be added? >>>> >>>> Probably... I have been wondering about that too. I'm even puzzled why >>>> it isn't the default. Deviance residuals don't have quite the >>>> properties that one might expect, e.g. in this situation, the absolute >>>> residuals sum pairwise to zero, so you'd expect that the standardized >>>> residuals be identical in absolute value >>>> >>>>> y <- 1:4 >>>>> r <- c(0,0,1,1) >>>>> c <- c(0,1,0,1) >>>>> rstandard(glm(y~r+c,poisson)) >>>> 1 2 3 4 >>>> -0.2901432 0.2767287 0.2784603 -0.2839995 >>>> >>>> in comparison, >>>> >>>>> i <- influence(glm(y~r+c,poisson)) >>>>> i$pear.res/sqrt(1-i$hat) >>>> 1 2 3 4 >>>> -0.2817181 0.2817181 0.2817181 -0.2817181 >>>> >>>> The only thing is that I'm always wary of tampering with this stuff, >>>> for fear of finding out the hard way why thing are the way they >>>> are....

>>> even if it's not the default

>>>>> Background: I'm currently teaching an undergrad/grad-service course from >>>>> Agresti's "Introduction to Categorical Data Analysis (2nd edn)" and >>>>> deviance residuals are not used in the text. For now I'll just provide >>>>> the students with a simple function to use, but I prefer to use R's >>>>> native capabilities whenever possible. >>>> >>>> Incidentally, chisq.test will have a stdres component in 2.13.0 for >>>> much the same reason.

>>> as something that he felt was missing, so that's at least two people who

>>>>> I think something along the following lines should do it: >>>>> >>>>> rstandard.glm <- >>>>> function(model, >>>>> infl=influence(model, do.coef=FALSE), >>>>> type=c("deviance", "pearson"), ...) >>>>> { >>>>> type <- match.arg(type) >>>>> res <- switch(type, pearson = infl$pear.res, infl$dev.res) >>>>> res <- res/sqrt(1-infl$hat) >>>>> res[is.infinite(res)] <- NaN >>>>> res >>>>> }

>> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-devel_at_r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel > > -- > Peter Dalgaard > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd.mes_at_cbs.dk Priv: PDalgd_at_gmail.com > ______________________________________________R-devel_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed 16 Mar 2011 - 23:38:22 GMT

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