On 2/03/2010, at 9:02 PM, Noah Silverman wrote:
> Hi,
>
> I'm just learning about poison links for the glm function.
>
> One of the data sets I'm playing with has several of the variables as
> factors (i.e. month, group, etc.)
>
> When I call the glm function with a formula that has a factor variable,
> R automatically converts the variable to a series of variables with
> unique names and binary values.
>
> For example, with this pseudo data:
>
> y v1 month
> 2 1 january
> 3 1.4 februrary
> 1.5 6.3 february
> 1.2 4.5 january
> 5.5 4.0 march
>
> I use this call:
>
> m <- glm(y ~ v1 + month, family="poisson")
>
> R gives me back a model with variables of
> Intercept
> v1
> monthJanuary
> monthFebruary
> monthMarch
No it didn't!!! You are kidding the troops/being economical with the
truth.
If you had used the data that you show, it would've ``given you a model
with
variables'':
Intercept
v1
monthfebruray
monthjanuary
monthmarch
No caps in the month name and note the miss-spelling of ``february''.
You actually have ***four*** levels for the month factor:
january februrary february march
If you had spelt ``februrary'' correctly you would have got variables
Intercept
v1
monthjanuary
monthmarch
The first level, february would have been omitted, under the default
contrasts
(contr.treatment). You need k-1 dummy variables to specify a factor
with k levels.
> I'm concerned that this might be doing some strange things to my model.
No, you are doing strange things.
Notice also that the Poisson distribution is a distribution of
***counts***.
Non-negative integers. Whole numbers. Values like 1.5 and 1.2 make no
immediate
sense in terms of the Poisson distribution. The Poisson likelihood can
be evaluated
with non-integer responses, but the glm() function will quite rightly
worry about
non-integer values and give you a warning. (Which you didn't mention.)
If you really have non-integer valued responses you shouldn't be using
the Poisson
family; the quasi family *might* be appropriate --- if you know what
you're doing.
> Can anyone offer some enlightenment?
I hope you feel enlightened.
cheers,
Rolf Turner
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