[R] Defining own variance function / quasi-likelihood in a GLM

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Mon Jul 1 19:05:41 CEST 2002

On Mon, 1 Jul 2002, Richard Nixon wrote:

> Hello,
> I've been looking in the on-line manuals and searching past posts but
> can't find an answer to this question.
> I'd like to define my own variance function in a GLM.
> The function glm(formula, family=quasi(var="var function"))
> lets me choose from a selection of built in variances, but I want to
> define my own function for the variance.
> Is there an S-plus "make.family" type function in R, or some such way of
> defining your own quasi-likelihoods in terms of the relationship between the
> mean and the variance?

You can easily extend the switch statement in quasi().  Note that R
specifies a family slightly differently from S.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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