From ripley at stats.ox.ac.uk  Thu Nov 20 17:14:02 2003
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Thu Nov 20 17:13:07 2003
Subject: [Rd] glm inconsistent behaviour (PR#5213)
In-Reply-To: <20031120153136.27CBEF0AE@slim.kubism.ku.dk>
Message-ID: <Pine.LNX.4.44.0311201610160.21268-100000@gannet.stats>

Please try R-patched aka 1.8.1 beta, as I think this has already been
fixed (PR#4941). Certainly I can see no difference there.

On Thu, 20 Nov 2003 finnknudsen@post.tele.dk wrote:

> Full_Name: Finn Knudsen
> Version: 1.8.0
> OS: windows 2000
> Submission from: (NULL) (194.192.22.33)
> 
> 
> The problem seems to happen when running the GLM. When both multiplicative
> effects and an offset is present. I experienced this problem on my own dataset
> when using af Poisson familiy with log link function but the behaviour can be
> reproduced with the following code.
> 
> I do not know if it is a bug, but there are inconsistencies in the behaviour in
> the GLM package when both an offset and multiplicative effects are present. In
> this situation offset should be specified directly and not in the model. See
> example below.
> 
> library(MASS)
> 
> data(anorexia)

Not needed, BTW

> ## End Don't run
> 
> # These two will give exactly the same result in the summary
> anorex.1 <- glm(Postwt ~ Prewt + Treat + offset(Prewt),
>                  family = gaussian, data = anorexia)
> 
> anorex.1a <- glm(Postwt ~ Prewt + Treat , offset = Prewt,
>                  family = gaussian, data = anorexia)
> 
> summary(anorex.1)
> summary(anorex.1a)
> 
> # However the following two will not give the same results. 
> # It would seem that the multiplicative effect is lost.
> 
> anorex.2 <- glm(Postwt ~ Prewt * Treat + offset(Prewt),
>                  family = gaussian, data = anorexia)
> 
> anorex.2a <- glm(Postwt ~ Prewt * Treat , offset = Prewt,
>                  family = gaussian, data = anorexia)
> 
> 
> summary(anorex.2)
> summary(anorex.2a)
> 
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> 
> 

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


[Rd] glm inconsistent behaviour (PR#5213)
Prof Brian Ripley