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Re: Error structure for GLM

To: Anthony Richardson <ANR@mail.pml.ac.uk>
Subject: Re: Error structure for GLM
From: <ripley@stats.ox.ac.uk>
Date: Tue, 29 Oct 2002 21:21:59 +0000 (GMT)
Cc: <s-news@lists.biostat.wustl.edu>
In-reply-to: <200210291850.AA32506096@mail.pml.ac.uk>
I am not sure what you mean by a GLM (general or generalized?), but the
most appropriate model at first glance is a ordered logistic regression,
polr in MASS's terms.  That's not a GLM in either sense.

If that doesn't fit well enough, ignore the order and use a multiple
logistic regression (multinon in MASS's terms, and also not a GLM).

The Copenhagen `housing' data discussed in MASS is a good model, except
that it is expressed as a frequency table in the dataset.

On Tue, 29 Oct 2002, Anthony Richardson wrote:

> I have a query about the appropriate type of error structure to specify in a 
> GLM. I have a response variable that is an ordered factor with 4 levels (0, 
> 1, 2, 3). I also have continuous predictors which are abundances per cubic 
> metre (and are thus transformed counts). I would like to know which is the 
> appropriate error structure to specify for a GLM. I have looked at Venables 
> and Ripley (2002), but am not sure whether it is possible to use a Gaussian 
> error structure or which other error structure would be more appropriate. 
> Thank you in advance for your help. I am using S-Plus 6.0 Release 2 on 
> Windows.

-- 
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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