[Rd] proposed simulate.glm method

[Martin Maechler]

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