Package 'dispmod' reference manual

Title:	Modelling Dispersion in GLM
Description:	Functions for estimating Gaussian dispersion regression models (Aitkin, 1987 <doi:10.2307/2347792>), overdispersed binomial logit models (Williams, 1987 <doi:10.2307/2347977>), and overdispersed Poisson log-linear models (Breslow, 1984 <doi:10.2307/2347661>), using a quasi-likelihood approach.
Authors:	Luca Scrucca [aut, cre]
Maintainer:	Luca Scrucca <[email protected]>
License:	GPL (>= 2)
Version:	1.2
Built:	2024-10-31 21:10:16 UTC
Source:	https://github.com/cran/dispmod

Overdispersed binomial logit models

Description

This function estimates overdispersed binomial logit models using the approach discussed by Williams (1982).

Usage

glm.binomial.disp(object, maxit = 30, verbose = TRUE)
glm.binomial.disp(object, maxit = 30, verbose = TRUE)

Arguments

`object`	an object of class `"glm"` providing a fitted binomial logistic regression model; see `glm`.
`maxit`	integer giving the maximal number of iterations for the model fitting procedure.
`verbose`	logical, if `TRUE` information are printed during each step of the algorithm.

Details

Extra-binomial variation in logistic linear models is discussed, among others, in Collett (1991). Williams (1982) proposed a quasi-likelihood approach for handling overdispersion in logistic regression models.

Suppose we observe the number of successes $y_i$ in $m_i$ trials, for $i = 1, \ldots, n$ , such that

$y_i \mid p_i \sim \mathrm{Binomial}(m_i, p_i)$

$p_i \sim \mathrm{Beta}(\gamma, \delta)$

Under this model, each of the $n$ binomial observations has a different probability of success $p_i$ , where $p_i$ is a random draw from a Beta distribution. Thus,

$E(p_i) = \frac{\gamma}{\gamma+\delta} = \theta$

$V(p_i) = \phi\theta(1-\theta)$

Assuming $\gamma > 1$ and $\delta > 1$ , the Beta density is zero at the extreme values of zero and one, and thus $0 < \phi \le 1/3$ . From this, the unconditional mean and variance can be calculated:

$E(y_i) = m_i \theta$

$V(y_i) = m_i \theta (1-\theta)(1+(m_i-1)\phi)$

so unless $m_i = 1$ or $\phi = 0$ , the unconditional variance of $y_i$ is larger than binomial variance.

Identical expressions for the mean and variance of $y_i$ can be obtained if we assume that the $m_i$ counts on the i-th unit are dependent, with the same correlation $\phi$ . In this case, $-1/(m_i - 1) < \phi \le 1$ .

The method proposed by Williams uses an iterative algorithm for estimating the dispersion parameter $\phi$ and hence the necessary weights $1/(1 + \phi(m_i - 1))$ (for details see Williams, 1982).

Value

The function returns an object of class "glm" with the usual information and the added components:

`dispersion`	the estimated dispersion parameter.
`disp.weights`	the final weights used to fit the model.

Note

Based on a similar procedure available in Arc (Cook and Weisberg, http://www.stat.umn.edu/arc)

References

Collett, D. (1991), Modelling Binary Data, London: Chapman and Hall.

Williams, D. A. (1982), Extra-binomial variation in logistic linear models, Applied Statistics, 31, 144–148.

Examples

data(orobanche)

mod <- glm(cbind(germinated, seeds-germinated) ~ host*variety, data = orobanche,
           family = binomial(logit))
summary(mod)

mod.disp <- glm.binomial.disp(mod)
summary(mod.disp)
mod.disp$dispersion
data(orobanche)

mod <- glm(cbind(germinated, seeds-germinated) ~ host*variety, data = orobanche,
           family = binomial(logit))
summary(mod)

mod.disp <- glm.binomial.disp(mod)
summary(mod.disp)
mod.disp$dispersion

Overdispersed Poisson log-linear models

Description

This function estimates overdispersed Poisson log-linear models using the approach discussed by Breslow N.E. (1984).

Usage

glm.poisson.disp(object, maxit = 30, verbose = TRUE)
glm.poisson.disp(object, maxit = 30, verbose = TRUE)

Arguments

`object`	an object of class `"glm"` providing a fitted Poisson log-linear regression model; see `glm`.
`maxit`	integer giving the maximal number of iterations for the model fitting procedure.
`verbose`	logical, if `TRUE` information are printed during each step of the algorithm.

Details

Breslow (1984) proposed an iterative algorithm for fitting overdispersed Poisson log-linear models. The method is similar to that proposed by Williams (1982) for handling overdispersion in logistic regression models (see glm.binomial.disp).

Suppose we observe $n$ independent responses such that

$y_i \mid \lambda_i \sim \mathrm{Poisson}(\lambda_in_i)$

for $i = 1, \ldots, n$ . The response variable $y_i$ may be an event counts variable observed over a period of time (or in the space) of length $n_i$ , whereas $\lambda_i$ is the rate parameter. Then,

$E(y_i \mid \lambda_i) = \mu_i = \lambda_i n_i = \exp(\log(n_i) + \log(\lambda_i))$

where $\log(n_i)$ is an offset and $\log(\lambda_i) = \beta'x_i$ expresses the dependence of the Poisson rate parameter on a set of, say $p$ , predictors. If the periods of time are all of the same length, we can set $n_i = 1$ for all $i$ so the offset is zero.

The Poisson distribution has $E(y_i \mid \lambda_i) = V(y_i \mid \lambda_i)$ , but it may happen that the actual variance exceeds the nominal variance under the assumed probability model.

Suppose that $\theta_i = \lambda_i n_i$ is a random variable distributed according to

$\theta_i \sim \mathrm{Gamma} (\mu_i, 1/\phi)$

where $E(\theta_i) = \mu_i$ and $V(\theta_i) = \mu_i^2 \phi$ . Thus, it can be shown that the unconditional mean and variance of $y_i$ are given by

$E(y_i) = \mu_i$

and

$V(y_i) = \mu_i + \mu_i^2 \phi = \mu_i (1 + \mu_i\phi)$

Hence, for $\phi > 0$ we have overdispersion. It is interesting to note that the same mean and variance arise also if we assume a negative binomial distribution for the response variable.

The method proposed by Breslow uses an iterative algorithm for estimating the dispersion parameter $\phi$ and hence the necessary weights $1/(1 + \mu_i \hat{\phi})$ (for details see Breslow, 1984).

Value

The function returns an object of class "glm" with the usual information and the added components:

`dispersion`	the estimated dispersion parameter.
`disp.weights`	the final weights used to fit the model.

Note

Based on a similar procedure available in Arc (Cook and Weisberg, http://www.stat.umn.edu/arc)

References

Breslow, N.E. (1984), Extra-Poisson variation in log-linear models, Applied Statistics, 33, 38–44.

Examples

## Salmonella TA98 data
data(salmonellaTA98)
salmonellaTA98 <- within(salmonellaTA98, logx10 <- log(x+10))
mod <- glm(y ~ logx10 + x, data = salmonellaTA98, family = poisson(log)) 
summary(mod)

mod.disp <- glm.poisson.disp(mod)
summary(mod.disp)
mod.disp$dispersion

# compute predictions on a grid of x-values...
x0 <- with(salmonellaTA98, seq(min(x), max(x), length=50))
eta0 <- predict(mod, newdata = data.frame(logx10 = log(x0+10), x = x0), se=TRUE)
eta0.disp <- predict(mod.disp, newdata = data.frame(logx10 = log(x0+10), x = x0), se=TRUE)
# ... and plot the mean functions with variability bands
plot(y ~ x, data = salmonellaTA98)
lines(x0, exp(eta0$fit))
lines(x0, exp(eta0$fit+2*eta0$se), lty=2)
lines(x0, exp(eta0$fit-2*eta0$se), lty=2)
lines(x0, exp(eta0.disp$fit), col=3)
lines(x0, exp(eta0.disp$fit+2*eta0.disp$se), lty=2, col=3)
lines(x0, exp(eta0.disp$fit-2*eta0.disp$se), lty=2, col=3)

## Holford's data
data(holford)

mod <- glm(incid ~ offset(log(pop)) + Age + Cohort, data = holford, 
           family = poisson(log)) 
summary(mod)

mod.disp <- glm.poisson.disp(mod)
summary(mod.disp)
mod.disp$dispersion
## Salmonella TA98 data
data(salmonellaTA98)
salmonellaTA98 <- within(salmonellaTA98, logx10 <- log(x+10))
mod <- glm(y ~ logx10 + x, data = salmonellaTA98, family = poisson(log)) 
summary(mod)

mod.disp <- glm.poisson.disp(mod)
summary(mod.disp)
mod.disp$dispersion

# compute predictions on a grid of x-values...
x0 <- with(salmonellaTA98, seq(min(x), max(x), length=50))
eta0 <- predict(mod, newdata = data.frame(logx10 = log(x0+10), x = x0), se=TRUE)
eta0.disp <- predict(mod.disp, newdata = data.frame(logx10 = log(x0+10), x = x0), se=TRUE)
# ... and plot the mean functions with variability bands
plot(y ~ x, data = salmonellaTA98)
lines(x0, exp(eta0$fit))
lines(x0, exp(eta0$fit+2*eta0$se), lty=2)
lines(x0, exp(eta0$fit-2*eta0$se), lty=2)
lines(x0, exp(eta0.disp$fit), col=3)
lines(x0, exp(eta0.disp$fit+2*eta0.disp$se), lty=2, col=3)
lines(x0, exp(eta0.disp$fit-2*eta0.disp$se), lty=2, col=3)

## Holford's data
data(holford)

mod <- glm(incid ~ offset(log(pop)) + Age + Cohort, data = holford, 
           family = poisson(log)) 
summary(mod)

mod.disp <- glm.poisson.disp(mod)
summary(mod.disp)
mod.disp$dispersion

Holford's data on prostatic cancer deaths

Description

Holford's data on prostatic cancer deaths and mid-period population denominators for non-whites in the US by age and calendar period. Thirteen birth cohorts from 1855-59 through to 1915-19 are represented in at least one of seven 5-year age groups (50-54 through to 80-84) and one of the seven 5-year calendar periods (1935-39 through to 1965-69) for which data are provided.

Usage

data(minitab)data(minitab)

Format

This data frame contains the following columns:

incid: number ofd prostatic cancer deaths.
pop: mid-period population counts.
Age: age groups.
Period: calendar periods.
Cohort: cohorts.

Source

Holford, T.R. (1983) The estimation of age, period and cohort effects for vital rates. Biometrics, 39, 311–324.

References

Breslow, N.E. (1984), Extra-Poisson variation in log-linear models, Applied Statistics, 33, 38–44.

Gaussian dispersion models

Description

This function estimates Gaussian dispersion regression models.

Usage

lm.disp(formula, var.formula, data = list(), maxit = 30, 
        epsilon = glm.control()$epsilon, subset, na.action = na.omit, 
        contrasts = NULL, offset = NULL)
lm.disp(formula, var.formula, data = list(), maxit = 30, 
        epsilon = glm.control()$epsilon, subset, na.action = na.omit, 
        contrasts = NULL, offset = NULL)

Arguments

`formula`	a symbolic description of the mean function of the model to be fit. For the details of model formula specification see `lm` and `formula`.
`var.formula`	a symbolic description of the variance function of the model to be fit. This must be a one-sided formula; if omitted the same terms used for the mean function are used. For the details of model formula specification see `lm` and `formula`.
`data`	an optional data frame containing the variables in the model. By default the variables are taken from `environment(formula)`, typically the environment from which the function is called.
`maxit`	integer giving the maximal number of iterations for the model fitting procedure.
`epsilon`	tolerance value for checking convergence. See `glm.control`.
`subset`	an optional vector specifying a subset of observations to be used in the fitting process.
`na.action`	a function which indicates what should happen when the data contain `NA`'s. By default is set to `na.omit`, but other possibilities are available; see `na.omit`.
`contrasts`	an optional list as described in the `contrasts.arg` argument of `model.matrix.default`.
`offset`	this can be used to specify an a priori known component to be included in the linear predictor during fitting. An `offset` term can be included in the formula instead or as well, and if both are specified their sum is used.

Details

Gaussian dispersion models allow to model variance heterogeneity in Gaussian regression analysis using a log-linear model for the variance.

Suppose a response $y$ is modelled as a function of a set of $p$ predictors $x$ through the linear model

$y_i = \beta'x_i + e_i$

where $e_i \sim N(0, \sigma^2)$ under homogeneity.

Variance heterogeneity is modelled as

$V(e_i) = \sigma^2 = \exp(\lambda'z_i)$

where $z_i$ may contain some or all the variables in $x_i$ and other variables not included in $x_i$ ; $z_i$ is however assumed to contain a constant term.

The full model can be expressed as

$E(y|x) = \beta'x$

$V(y|x) = \exp(\lambda'z)$

and it is fitted by maximum likelihood following the algorithm described in Aitkin (1987).

Value

lm.dispmod() returns an object of class "dispmod".

The summary method can be used to obtain and print a summary of the results.

An object of class "dispmod" is a list containing the following components:

`call`	the matched call.
`mean`	an object of class `"glm"` giving the fitted model for the mean function; see `glm`
`var`	an object of class `"glm"` giving the fitted model for the variance function; see `glm`.
`initial.deviance`	the value of the deviance at the beginning of the iterative procedure, i.e. assuming constant variance.
`deviance`	the value of the deviance at the end of the iterative procedure.

Note

Based on a similar procedure available in Arc (Cook and Weisberg, http://www.stat.umn.edu/arc)

References

Aitkin, M. (1987), Modelling variance heterogeneity in normal regression models using GLIM, Applied Statistics, 36, 332–339.

Examples

data(minitab)
minitab <- within(minitab, y <- V^(1/3) )
mod <- lm(y ~ H + D, data = minitab)
summary(mod)

mod.disp1 <- lm.disp(y ~ H + D, data = minitab)
summary(mod.disp1)

mod.disp2 <- lm.disp(y ~ H + D, ~ H, data = minitab)
summary(mod.disp2)

# Likelihood ratio test
deviances <- c(mod.disp1$initial.deviance,
               mod.disp2$deviance, 
               mod.disp1$deviance)
lrt <- c(NA, abs(diff(deviances)))
cbind(deviances, lrt, p.value = 1-pchisq(lrt, 1))

# quadratic dispersion model on D (as discussed by Aitkin)
mod.disp4 <- lm.disp(y ~ H + D, ~ D + I(D^2), data = minitab)
summary(mod.disp4)

r <- mod$residuals
phi.est <- mod.disp4$var$fitted.values
plot(minitab$D, log(r^2))
lines(minitab$D, log(phi.est))
data(minitab)
minitab <- within(minitab, y <- V^(1/3) )
mod <- lm(y ~ H + D, data = minitab)
summary(mod)

mod.disp1 <- lm.disp(y ~ H + D, data = minitab)
summary(mod.disp1)

mod.disp2 <- lm.disp(y ~ H + D, ~ H, data = minitab)
summary(mod.disp2)

# Likelihood ratio test
deviances <- c(mod.disp1$initial.deviance,
               mod.disp2$deviance, 
               mod.disp1$deviance)
lrt <- c(NA, abs(diff(deviances)))
cbind(deviances, lrt, p.value = 1-pchisq(lrt, 1))

# quadratic dispersion model on D (as discussed by Aitkin)
mod.disp4 <- lm.disp(y ~ H + D, ~ D + I(D^2), data = minitab)
summary(mod.disp4)

r <- mod$residuals
phi.est <- mod.disp4$var$fitted.values
plot(minitab$D, log(r^2))
lines(minitab$D, log(phi.est))

Minitab tree data

Description

Data on 31 black cherry trees sampled from the Allegheny Natinoal Forest, Pennsylvania.

Usage

data(minitab)data(minitab)

Format

This data frame contains the following columns:

D: diameter 4.5 feet of the ground, inches
H: height of the tree, feet
V: marketable volume of wood, cubic feet

Source

Ryan, T.A., Joiner, B.L. and Ryan, B.F. (1976) Minitab Student Handbook. N. Scituate, MA: Duxbury.

References

Cook, R.D. and Weisberg, S. (1982) Residuals and Influence in Regression, New York: Chapman and Hall, p. 66.

Germination of Orobanche

Description

Orobanche, commonly known as broomrape, is a genus of parasitic plants with chlorophyll that grow on the roots of flowering plants. Batches of seeds of two varieties of the plant were were brushed onto a plate of diluted extract of bean or cucumber, and the number germinating were recorded.

Usage

data(orobanche)data(orobanche)

Format

This data frame contains the following columns:

germinated: Number germinated
seeds: Number of seeds
slide: Slide number
host: Host type
variety: Variety name

Source

Crowder, M.J. (1978) Beta-binomial anova for proportions. Applied Statistics, 27, 34–37.

References

Collett, D. (1991) Modelling Binary Data, London: Chapman and Hall, Chapter 6.

Salmonella reverse mutagenicity assay

Description

Data on Ames Salmonella reverse mutagenicity assay.

Usage

data(salmonellaTA98)data(salmonellaTA98)

Format

This data frame contains the following columns:

x: dose levels of quinoline
y: numbers of revertant colonies of TA98 Salmonella observed on each of three replicate plates testes at each of six dose levels of quinolinediameter 4.5 feet of the ground, inches

Source

Margolin, B.J., Kaplan, N. and Zeiger, E. (1981) Statistical analysis of the Ames Salmonella/microsome test, Proc. Natl. Acad. Sci. USA, 76, 3779–3783.

References

Breslow, N.E. (1984), Extra-Poisson variation in log-linear models, Applied Statistics, 33, 38–44.

Package 'dispmod'

Help Index

Overdispersed binomial logit models

Description

Usage

Arguments

Details

Value

Note

References

See Also

Examples

Overdispersed Poisson log-linear models

Description

Usage

Arguments

Details

Value

Note

References

See Also

Examples

Holford's data on prostatic cancer deaths

Description

Usage

Format

Source

References

Gaussian dispersion models

Description

Usage

Arguments

Details

Value

Note

References

See Also

Examples

Minitab tree data

Description

Usage

Format

Source

References

Germination of Orobanche

Description

Usage

Format

Source

References

Salmonella reverse mutagenicity assay

Description

Usage

Format

Source

References