family: Family Objects for Models

Description

Family objects provide a convenient way to specify the details of the models used by functions such as glm. See the documentation for glm for the details on how such model fitting takes place.

Usage

family(object, …)
binomial(link = "logit")
gaussian(link = "identity")
Gamma(link = "inverse")
inverse.gaussian(link = "1/mu^2")
poisson(link = "log")
quasi(link = "identity", variance = "constant")
quasibinomial(link = "logit")
quasipoisson(link = "log")

Arguments

link

a specification for the model link function. This can be a name/expression, a literal character string, a length-one character vector, or an object of class "link-glm" (such as generated by make.link) provided it is not specified via one of the standard names given next.

The gaussian family accepts the links (as names) identity, log and inverse; the binomial family the links logit, probit, cauchit, (corresponding to logistic, normal and Cauchy CDFs respectively) log and cloglog (complementary log-log); the Gamma family the links inverse, identity and log; the poisson family the links log, identity, and sqrt; and the inverse.gaussian family the links 1/mu^2, inverse, identity and log.

The quasi family accepts the links logit, probit, cloglog, identity, inverse, log, 1/mu^2 and sqrt, and the function power can be used to create a power link function.

variance

for all families other than quasi, the variance function is determined by the family. The quasi family will accept the literal character string (or unquoted as a name/expression) specifications "constant", "mu(1-mu)", "mu", "mu^2" and "mu^3", a length-one character vector taking one of those values, or a list containing components varfun, validmu, dev.resids, initialize and name.

object

the function family accesses the family objects which are stored within objects created by modelling functions (e.g., glm).

…

further arguments passed to methods.

Value

An object of class "family" (which has a concise print method). This is a list with elements

family

character: the family name.

link

character: the link name.

linkfun

function: the link.

linkinv

function: the inverse of the link function.

variance

function: the variance as a function of the mean.

dev.resids

function giving the deviance for each observation as a function of (y, mu, wt), used by the residuals method when computing deviance residuals.

aic

function giving the AIC value if appropriate (but NA for the quasi- families). More precisely, this function returns $- 2 ℓ + 2 s$ , where $ℓ$ is the log-likelihood and $s$ is the number of estimated scale parameters. Note that the penalty term for the location parameters (typically the “regression coefficients”) is added elsewhere, e.g., in glm.fit(), or AIC(), see the AIC example in glm. See logLik for the assumptions made about the dispersion parameter.

mu.eta

function: derivative of the inverse-link function with respect to the linear predictor. If the inverse-link function is $μ = g^{- 1} (η)$ where $η$ is the value of the linear predictor, then this function returns $d (g^{- 1}) / d η = d μ / d η$ .

initialize

expression. This needs to set up whatever data objects are needed for the family as well as n (needed for AIC in the binomial family) and mustart (see glm).

validmu

logical function. Returns TRUE if a mean vector mu is within the domain of variance.

valideta

logical function. Returns TRUE if a linear predictor eta is within the domain of linkinv.

simulate

(optional) function simulate(object, nsim) to be called by the "lm" method of simulate. It will normally return a matrix with nsim columns and one row for each fitted value, but it can also return a list of length nsim. Clearly this will be missing for ‘quasi-’ families.

Details

family is a generic function with methods for classes "glm" and "lm" (the latter returning gaussian()).

For the binomial and quasibinomial families the response can be specified in one of three ways:

As a factor: ‘success’ is interpreted as the factor not having the first level (and hence usually of having the second level).
As a numerical vector with values between 0 and 1, interpreted as the proportion of successful cases (with the total number of cases given by the weights).
As a two-column integer matrix: the first column gives the number of successes and the second the number of failures.

The quasibinomial and quasipoisson families differ from the binomial and poisson families only in that the dispersion parameter is not fixed at one, so they can model over-dispersion. For the binomial case see McCullagh and Nelder (1989, pp.124--8). Although they show that there is (under some restrictions) a model with variance proportional to mean as in the quasi-binomial model, note that glm does not compute maximum-likelihood estimates in that model. The behaviour of S is closer to the quasi- variants.

References

McCullagh P. and Nelder, J. A. (1989) Generalized Linear Models. London: Chapman and Hall.

Dobson, A. J. (1983) An Introduction to Statistical Modelling. London: Chapman and Hall.

Cox, D. R. and Snell, E. J. (1981). Applied Statistics; Principles and Examples. London: Chapman and Hall.

Hastie, T. J. and Pregibon, D. (1992) Generalized linear models. Chapter 6 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

Examples

Run this code

# NOT RUN {
require(utils) # for str

nf <- gaussian()  # Normal family
nf
str(nf)

gf <- Gamma()
gf
str(gf)
gf$linkinv
gf$variance(-3:4) #- == (.)^2

## Binomial with default 'logit' link:  Check some properties visually:
bi <- binomial()
et <- seq(-10,10, by=1/8)
plot(et, bi$mu.eta(et), type="l")
## show that mu.eta() is derivative of linkinv() :
lines((et[-1]+et[-length(et)])/2, col=adjustcolor("red", 1/4),
      diff(bi$linkinv(et))/diff(et), type="l", lwd=4)
## which here is the logistic density:
lines(et, dlogis(et), lwd=3, col=adjustcolor("blue", 1/4))
stopifnot(exprs = {
  all.equal(bi$ mu.eta(et), dlogis(et))
  all.equal(bi$linkinv(et), plogis(et) -> m)
  all.equal(bi$linkfun(m ), qlogis(m))    #  logit(.) == qlogis(.) !
})

## Data from example(glm) :
d.AD <- data.frame(treatment = gl(3,3),
                   outcome   = gl(3,1,9),
                   counts    = c(18,17,15, 20,10,20, 25,13,12))
glm.D93 <- glm(counts ~ outcome + treatment, d.AD, family = poisson())
## Quasipoisson: compare with above / example(glm) :
glm.qD93 <- glm(counts ~ outcome + treatment, d.AD, family = quasipoisson())
# }
# NOT RUN {
glm.qD93
anova  (glm.qD93, test = "F")
summary(glm.qD93)
## for Poisson results (same as from 'glm.D93' !) use
anova  (glm.qD93, dispersion = 1, test = "Chisq")
summary(glm.qD93, dispersion = 1)
# }
# NOT RUN {

## Example of user-specified link, a logit model for p^days
## See Shaffer, T.  2004. Auk 121(2): 526-540.
logexp <- function(days = 1)
{
    linkfun <- function(mu) qlogis(mu^(1/days))
    linkinv <- function(eta) plogis(eta)^days
    mu.eta  <- function(eta) days * plogis(eta)^(days-1) *
                  binomial()$mu.eta(eta)
    valideta <- function(eta) TRUE
    link <- paste0("logexp(", days, ")")
    structure(list(linkfun = linkfun, linkinv = linkinv,
                   mu.eta = mu.eta, valideta = valideta, name = link),
              class = "link-glm")
}
(bil3 <- binomial(logexp(3)))
# }
# NOT RUN {
## in practice this would be used with a vector of 'days', in
## which case use an offset of 0 in the corresponding formula
## to get the null deviance right.

## Binomial with identity link: often not a good idea, as both
## computationally and conceptually difficult:
binomial(link = "identity")  ## is exactly the same as
binomial(link = make.link("identity"))



## tests of quasi
x <- rnorm(100)
y <- rpois(100, exp(1+x))
glm(y ~ x, family = quasi(variance = "mu", link = "log"))
# which is the same as
glm(y ~ x, family = poisson)
glm(y ~ x, family = quasi(variance = "mu^2", link = "log"))
# }
# NOT RUN {
glm(y ~ x, family = quasi(variance = "mu^3", link = "log")) # fails
# }
# NOT RUN {
y <- rbinom(100, 1, plogis(x))
# need to set a starting value for the next fit
glm(y ~ x, family = quasi(variance = "mu(1-mu)", link = "logit"), start = c(0,1))
# }

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