Family Objects for Models

family {stats}

R Documentation

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.

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.

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 ll + 2 s, where ll 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 mu = ginv(eta) where eta is the value of the linear predictor, then this function returns d(ginv(eta))/d(eta) = d(mu)/d(eta).
`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.

Note

The link and variance arguments have rather awkward semantics for back-compatibility. The recommended way is to supply them as quoted character strings, but they can also be supplied unquoted (as names or expressions). Additionally, they can be supplied as a length-one character vector giving the name of one of the options, or as a list (for link, of class "link-glm"). The restrictions apply only to links given as names: when given as a character string all the links known to make.link are accepted.

This is potentially ambiguous: supplying link = logit could mean the unquoted name of a link or the value of object logit. It is interpreted if possible as the name of an allowed link, then as an object. (You can force the interpretation to always be the value of an object via logit[1].)

Author(s)

The design was inspired by S functions of the same names described in Hastie & Pregibon (1992) (except quasibinomial and quasipoisson).

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

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())

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)



## 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)))

## 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
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))

[Package stats version 3.6.0 Index]