glm {base} | R Documentation |
glm
is used to fit generalized linear models.
Models for glm
are specified by giving
a symbolic description of the linear predictor and
a description of the error distribution.
A typical predictor has the form
reponse ~ terms
where response
is the (numeric)
response vector and terms
is a series of terms which
specifies a linear predictor for response
.
A terms specification of the form first+second
indicates all the terms in first
together
with all the terms in second
with duplicates
removed.
A specification of the form first:second
indicates the
the set of terms obtained by taking the interactions of
all terms in first
with all terms in second
.
The specification first*second
indicates the cross
of first
and second
.
This is the same as first+second+first:second
.
glm(formula, family=gaussian, data, weights, subset,
na.action=na.fail, start=NULL, offset=NULL,
control=glm.control(epsilon=0.0001, maxit=10,
trace=F),
model=T, method=glm.fit, x=F, y=T)
summary(glm.obj, dispersion=NULL, correlation=TRUE,
na.action=na.omit)
anova(glm.obj, ...)
coefficients(glm.obj)
deviance(glm.obj)
df.residual(glm.obj)
effects(glm.obj)
family(glm.obj)
fitted.values(glm.obj)
residuals(glm.obj, type="deviance")
glm.control(epsilon=0.0001, maxit=10, trace=FALSE)
glm.fit(x, y, weights=rep(1, nrow(x)),
start=NULL, offset=rep(0, nrow(x)),
family=gaussian(), control=glm.control(),
intercept=TRUE)
formula |
a symbolic description of the model to be fit. The details of model specification are given below. |
family |
a description of the error distribution and link
function to be used in the model.
See |
data |
an optional data frame containing the variables
in the model. By default the variables are taken from
the environment which |
weights |
an optional vector of weights to be used in the fitting process. |
subset |
an optional vector specifying a subset of observations to be used in the fitting process. |
na.action |
a function which indicates what should happen
when the data contain |
start |
starting values for the parameters in the linear predictor. |
offset |
this can be used to specify an a-priori known component to be included in the linear predictor during fitting. |
control |
a list of parameters for controlling the fitting
process. See the documentation for |
model |
a logical value indicating whether model frame should be included as a component of the returned value. |
method |
the method to be used in fitting the model.
The default (and presently only) method |
x , y |
logical values indicating whether the response vector and design matrix used in the fitting process should be returned as components of the returned value. |
glm.obj |
an object of class |
dispersion |
the dispersion parameter for the fitting family.
By default the dispersion parameter is obtained from
|
correlation |
should the correlation matrix of the estimated parameters be printed. |
type |
the type of residuals which should be returned. The alternatives are:
|
glm
returns an object of class glm
which inherits from the class lm
.
The function summary
can be used to obtain or print
a summary of the results and the function anova
and be used to produce and analysis of variance table.
The generic accessor functions coefficients
,
effects
, fitted.values
and residuals
can be used to extract various useful features of the
value returned by glm
.
anova
, coefficients
, effects
,
fitted.values
,
lm
,
residuals
, summary
.
## Annette Dobson (1990) "An Introduction to Statistical Modelling".
## Page 93: Randomized Controlled Trial :
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3,9)
print(d.AD <- data.frame(treatment, outcome, counts))
glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
anova(glm.D93)
summary(glm.D93)