[R] glm() scale parameters and predicted Values
Peter Maclean
pmaclean2011 at yahoo.com
Thu Jul 14 06:15:59 CEST 2011
In glm() you can use the summary() function to recover the shape parameter (the reciprocal of the dispersion parameter). How do you recover the scale parameter? Also, in the given example, how I estimate and save the geometric mean of the predicted values? For a simple model you can use fitted() or predicted() functions. I will appreciate any help.
#Call required R packages
require(plyr)
require(stats)
require(fitdistrplus)
require(MASS)
#Grouped vector
n <- c(1:10)
yr <-c(1:10)
ny <- list(yr=yr,n=n)
require(utils)
ny <- expand.grid(ny)
y = rgamma(100, shape=1.5, rate = 1, scale = 2)
Gdata <- cbind(ny,y)
Gdata2<- Gdata
Gdata$x1 <- cos((3.14*yr)/365.25)
Gdata$x2 <- sin((3.14*yr)/365.25)
#Fitting Generalized Linear Models
Gdata <- split(Gdata,Gdata$n)
FGLM <- lapply(Gdata, function(x){
m <- as.numeric(x$y)
x1 <- m <- as.numeric(x$x1)
x2 <- m <- as.numeric(x$x2)
summary(glm(m~1+x1+x2, family=Gamma),dispersion=NULL)
})
#Save the results of the estimated parameters
str(FGLM,no.list = TRUE)
SFGLMC<- ldply(FGLM, function(x) x$coefficients)
SFGLMD<- ldply(FGLM, function(x) x$dispersion)
GLM <- cbind(SFGLMC,SFGLMD)
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