Showing posts with label glm. Show all posts
Showing posts with label glm. Show all posts
Friday, August 17, 2007
Offset in glm ()
To add an offset to the linear predictor of a generalized linear model (or models from the survival package such as coxph and clogit), use offset(x) in the formula. This will add an offset to the linear predictor with known coefficient 1.
Friday, July 20, 2007
Variance-Covariance Matrix in glm
This is a small function Venables and Ripley provide in their MASS book. You don't need it anymore because vcov() has a method for the glm class. However, it is useful to see how to extract bits from a fitted model object.
vcov.glm<-function(obj){
#return the variance-covariance matrix of a glm object
#from p. 188 in Venables and Ripley. 2002.
#Modern Applied Statistics With S. Springer. New York.
so <- summary(obj,corr=F)
so$dispersion * so$cov.unscaled
}
Subscribe to:
Posts (Atom)
