2 Oct 08:29
Re: Negative binomial
Dear Joao, I propose you do the following (and wait for the outcry-responses to this email to see if it is a reasonable proposal): Fit your model with different types of distributions and compare their logLik-values: logLik(glm(y ~ x1+x2+x3+I(x1^2) + x1:x3, family=gaussian)) logLik(glm(y ~ x1+x2+x3+I(x1^2) + x1:x3, family=poisson)) logLik(glm(y ~ x1+x2+x3+I(x1^2) + x1:x3, family=quasipoisson)) logLik(glm.nb(y ~ x1+x2+x3+I(x1^2) + x1:x3)) # require(MASS) The model with the highest log-Likelihood is the distribution of choice and you can defend it against reviewer. A few notes: 1. You obviously cannot do this when one of the models uses transformed responses (e.g. log(y)), because the LL will then be completely different. 2. When you use a more complex model (say a GLMM), you can approximate the neg.bin through a two-step procedure: 1. fit a (wrongly structured) glm.nb and extract the theta value from the summary of the model, say theta=4.5 (that is the second parameter of the neg.bin distribution). Then fit the GLMM again, giving as family the argument: negative.binomial(theta=4.5) (again from package MASS). The same holds for GAMs and other models requiring a specification of family. 3. You may want to dig around for books recommending the above procedure. I think I got this as advice from someone else, but haven't bothered yet to look it up (obviously MASS would be a good starting place, in their description of the neg.bin). I saw a paper that does this (using the minimum AIC but otherwise this approach), but it is not(Continue reading)
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