[R] gamlss and glm binomial family

pgiraudo at univ-fcomte.fr pgiraudo at univ-fcomte.fr
Tue Mar 25 22:28:09 CET 2008


<p>Mikis' answer below... As guessed by Pr. Ripley, I was comparing  
apples and oranges indeed, and would have been better inspired looking  
at methods !</p><p>i Patrick
<br />
<br /><a href="mailto:pgiraudo at univ-fcomte.fr"  
class="moz-txt-link-abbreviated">pgiraudo at univ-fcomte.fr</a> wrote:
<br /><blockquote type="cite">Dear all and Mikis
<br />
<br />I have the opportunity to compare fits with the 'classical' glm and
gamlss and no smoother of any kind just the same model formula (both
with the binomial family). I get exactly the same coefficients but
very different residuals, gamlss giving residuals which are extremely
close to 'normal' and glm very far...
<br />
</blockquote>GAMLSS is  calculating the (randomized) quantile  
residuals which if the
distribution is correctly specified should be normal.
<br />The nice think about the quantile residuals is that they can be applied
to any distribution.
<br />An additional complication arises for discrete distributions where also
a randomization is taken place because of the discrete nature of the data.
<br />See the rqres.plot() function for more details.
<br />Another way of looking at the gamlss residuals is that they are the
fitted z-scores for the individual observations.
<br />
<br />The glm() function is using either deviance or Pearson  
residuals<br></br>
<br />
<br />Mikis
<blockquote type="cite">How can this be ?
<br />
<br />Thanks in advance for any indication or threat...
<br />
<br />Patrick
<br />
<br />
<br />
<br />
<br />
<br />----------------------------------------------------------------
<br />This message was sent using IMP, the Internet Messaging Program.
<br />
<br />
<br />
</blockquote>
<br />
<br />Companies Act 2006 : <a  
href="http://www.londonmet.ac.uk/companyinfo"  
class="moz-txt-link-freetext">http://www.londonmet.ac.uk/companyinfo</a>
<br />
<br />
<br />


</p>



More information about the R-help mailing list