Re: [R] AIC for quasipoisson link

From: Marc Schwartz <marc_schwartz_at_comcast.net>
Date: Fri, 31 Oct 2008 14:29:45 -0500

on 10/31/2008 01:07 PM Antonio.Gasparrini_at_lshtm.ac.uk wrote:
> Dear fellows,
>
> I'm trying to extract the AIC statistic from a GLM model with quasipoisson link.
> The formula I'm referring to is
>
> AIC = -2(maximum loglik) + 2df * phi
>
> with phi the overdispersion parameter, as reported in:
>
> Peng et al., Model choice in time series studies os air pollution and mortality. J R Stat Soc A, 2006; 162: pag 190.
>

> Unfortunately, the function logLik doesn't work for a quasipoisson link.
> Do you know a fast method to extract the AIC for these models?
>
> Thanks in advance

I was under the impression that there is no log likelihood for quasi* family models, thus no AIC, which is why they are not calculated/printed in the glm() summary outputs.

If you want to model overdispersed data and need the AIC, you should look at glm.nb() in MASS for a negative binomial model:

  library(MASS)
  ?glm.nb

This would also avail you of the anova.glm() methods for comparing models, which the quasi* families would not.

You might also want to look at:

  http://cran.r-project.org/web/packages/pscl/vignettes/countreg.pdf

which is the vignette from the pscl package.

HTH, Marc Schwartz



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 31 Oct 2008 - 19:33:01 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 31 Oct 2008 - 20:30:21 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive