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Topic: Discrepancy in estimating goodness of Poisson GLM
Replies: 15   Last Post: Jan 18, 2012 8:17 PM

 Messages: [ Previous | Next ]
 Eric Goodwin Posts: 11 Registered: 1/15/12
Re: Discrepancy in estimating goodness of Poisson GLM
Posted: Jan 18, 2012 3:49 PM

OK, thanks David. There's a lot more teaching going on here than
learning, but I'm trying to soak up what I can.

I'm hearing that my residual deviance to residual degrees of freedom
indicates what Rich described as "the "lack of fit" that you have is
an overly strict standard
for what you are fitting", or that as you first tried to tell me, my
data may not be Poisson-conformant, even if they are count data. Fair
enough.

So, I stepped away from the Poisson glm. I briefly tried the
quasipoisson, but as the AIC is not defined for that family, I can't
lean on the backward stepwise process I was hoping to depend on. A
good thing you might say? (I'm still curious when it would be
acceptable to Hiawatha to use the step routines that are available?).
Anyhow, I tried the gaussian, with a log transform of the DV, and with
a sqrt transform of the DV.

Not that I trust it any more, but to my eye the log transform yielded
a visually more normal distribution, of my 31 measurements.

Can I compare the AIC of two models with different families and
transforms of the DV as guidance to the better transform? With the
log transform I achieve a final AIC of 61, whereas with the poisson
glm it was 179. That would be a vote for the log(DV) gaussian glm.

...
Null deviance: 16.1573 on 30 degrees of freedom
Residual deviance: 8.3488 on 25 degrees of freedom
AIC: 61.306

Comparing the values for the other tests I'd run (see original post!),
for this new model I get

Correlation of predictions to observations
cor(mining\$InvertRich,exp(predict.glm(mlmir)) = 0.678 (cf 0.773)

Goodness of fit
1-pchisq(mlmir\$deviance,mlmir\$df.residual) = 0.999, (cf 5e-05)

Likelihood
logLik(mlmir) = -23.6 (cf -82.5)

Likelihood ratio
pchisq(-2*log(exp(logLik(NullModel)/logLik(mlmir)),(NullModel
\$df.residual-mlmir\$df.residual))
=0.998 (cf 1.0)

Wald Test
waltest(mlmir) Pr(>F) = 0.004 (cf 4.6e-6)

So again a mixed bag of results. There's much less deviance relative
to remaining degrees of freedom, does that suggest no further problem
with overdispersion? The correlation of predictions to observations
is pretty good but not as good as it was before, the goodness of fit
test is at the other end of the scale now (ie the good end), the
likelihood is better, the likelihood ratio is marginally better but
still appalling, and the Wald test shows it's an OK model but not as
outstanding as previously.

I truly appreciate the time that you all have spent in discussing the
issues with me. I didn't expect my hand held through the whole
process, and hopefully I'll retain some of the learnings that have
been handed to me during this development. Thanks for your patience
and generosity.

Eric

On Jan 18, 1:40 am, David Duffy <dav...@orpheus.qimr.edu.au> wrote:
> Erogo <eogood...@gmail.com> wrote:
> > Granted, every model is wrong.  No data drawn from the real world is
> > truly Poisson

>
> You might recall your G.O.F. P-value of 1e-5.  Dividing the residual
> deviance by residual d.f.s gives you the "scale factor" or dispersion,
> which can used in fiting a quasi-Poisson model qv.  Alternaively it is
> possible that including interaction terms might soak some of this up.
> A GLMM with one random effect per count is another way to deal with this:
> look at the Poisson example in Breslow and Clayton 1993, and read some ofhttp://glmm.wikidot.com/
>
> In my experience, inappropriate Poisson regression can lead to ridiculous
> estimates, but that has been with bigger datasets.
>
> Cheers, David Duffy.

Date Subject Author
1/15/12 Eric Goodwin
1/16/12 Richard Ulrich
1/16/12 Eric Goodwin
1/16/12 Richard Ulrich
1/16/12 Eric Goodwin
1/17/12 Richard Ulrich
1/16/12 David Duffy
1/16/12 Eric Goodwin
1/17/12 Ray Koopman
1/17/12 Bruce Weaver
1/18/12 Ray Koopman
1/18/12 Bruce Weaver
1/17/12 Richard Ulrich
1/17/12 David Duffy
1/18/12 Eric Goodwin
1/18/12 Eric Goodwin