On Sun, 29 Jul 2001, Chris Hill wrote:
> I'm a new S-plus user. I'm trying to use the "scale" option within the
> "step" command to correct for overdispersion in a stepwise glm using Poisson
> data. Unfortunately the documentation for "scale" is sparse and I am at a
> loss as to its correct useage.
same as `dispersion' in summary.glm.
> Any help with this topic would be much apprieciated.
There are lots of good reasons not to use step(): stepAIC in library MASS
fixes many of them. See the discussion in Venables & Ripley (1994, 1997,
1999), especially the earlier editions.
There is a fundamental problem, though: over-dispersed Poisson models are
quasi- models and do not a well-defined likelihood (or quasi-likelihood)
and hence not a well-defined AIC.
--
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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