[R] GLM weights for the Poisson family

IamRandom iamrandom at iamrandom.com
Tue Feb 4 08:12:57 CET 2014


I am running a simple example of GLM.  If I include weights when 
family="poisson" then the weights are calculated iteratively and 
$weights and $prior.weights return different values.  The $prior.weights 
are what I supplied and $weights are the "posterior" weights of the 
IWLS.  If I include weights with family="gaussian" then the weights are 
static and $weights and $prior.weights return the same values; it seems 
to ignore IWLS algorithm procedure.  I really want the family="poisson" 
to behave like the family="gaussian" and use the static weights.  Thoughts?

-Tracy Holsclaw
tholscla at uci.edu



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