[R] GLM function with poisson distribution

Peter Dalgaard p.dalgaard at biostat.ku.dk
Wed Jan 26 11:01:03 CET 2005


Göran Broström <gb at tal.stat.umu.se> writes:

> > Try it with
> > 
> > b=c(rep(0,8),rmultinom(1,24,rep(1/8,8))) 
> 
> This is the conditional distribution, given the sufficient statistic.

Yes (and that was of course the point). I was surprised that there is
a difference at all (between this and rep(3,8) and also between
different calls to rmultinom). Theoretically, the MLE should be the
same, but of course the "saturated models" have a different
likelihoods, so the deviances vary and there may be variations in the
number of iterations taken in the (divergent) fitting process.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907




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