Generalized Linear Models
Introduction
ASReml includes facilities for fitting the
family of Generalised Linear Models (GLMs) of Nelder and McCullagh.
GLMs are specified by qualifiers after the name of the dependent
variable but before the ~ character.
A second dependent variable may be
specified if a bivariate analysis is required but it will always
be treated as a normal variate (no syntax is provided for
specifying GLM attributes for it). The !ASUV qualifier is
required in this situation for the GLM weights to be utilized.
Please refer to the
User Guide
for algebraic details of the link functions, inverse link functions,
variances and deviances for the various distributions.
Distribution and link qualifiers
The default link is listed first.
!NORMAL [ !LOGARITHM | !INVERSE ]
The model is fitted on the log/inverse scale but the residuals are on the natural scale.
!BINOMIAL [ !LOGIT | !IDENTITY | !PROBIT | !COMPLOGLOG ] [ !TOTAL n ]
A binary variate [0, 1] is indicated if !TOTAL is unspecified.
Proportions or counts ( r )
are indicated if !TOTAL specifies
the variate containing the binomial totals. Proportions
are assumed if no response value exceeds 1.
The logit is the default link function.
The variance on the underlying scale is
(pi^2)/3 (close to 3.29) (underlying logistic distribution) for
the logit link.
!POISSON [ !LOGARITHM | !IDENTITY | !SQRT ]
Natural logarithms are the default link function.
ASReml assumes the poisson variable is not negative
!GAMMA [ !INVERSE | !IDENTITY | !LOGARITHM ] [ !PHI phi ]
The inverse is the default link function.
The default value of phi is 1.
!NEGBIN [ !LOGARITHM | !IDENTITY | !INVERSE ] [ !PHI phi ]
Natural logarithms are the default link function. The
default value of \phi is 1.
General qualifiers
!AOD
requests an Analysis of Deviance table
be generated. This is formed by fitting a series of sub models
for terms in the DENSE part building up to the full model, and comparing
the deviances.
It is not available in association with the PREDICT.
For example
LS !BIN !TOT COUNT !AOD ~ mu SEX GROUP
!DISP [h ]
includes an overdispersion scaling parameter (h) in the
weights. If
!DISP is specified with no argument, ASReml estimates it
as the residual variance of the working variable. Traditionally
it is estimated from the deviance residuals, reported by
ASReml as Variance heterogeneity.
For example,
count !POIS !DISP ~ mu group
!OFFSET [ o ]
is used especially with binomial data
to include an offset in the model
where o is the number or name of a
variable in the data.
The offset is only included in binomial and poisson
models (for Normal models just subtract the offset variable from the
response variable),
for example
count !POIS !OFFSET base !disp ~ mu group
The offset will often be something like ln(n).
!TOTAL [v]
is used especially with binomial data
where v is the field containing the total counts
for each sample. If omitted, count is taken as 1.
Residual qualifiers
These control the form of the residuals returned in the
.yht file.
The predicted values returned in the yht file will be on the linear
predictor scale if the !WORK
or !PVW qualifiers are used.
They will be on the observation scale if the !DEVIANCE,
!PEARSON,
!RESPONSE
or !PVR
qualifiers are used.
!DEVIANCE
produces deviance residuals, the signed
square root of d/h where
d is the deviance
and h is the dispersion parameter
controlled by the !DISP qualifier. This is the default.
!PEARSON
produces Pearson residuals, (y-mu)/sqrt(v)
!RESPONSE
produces simple residuals, y-mu
!WORK
produces residuals on the linear predictor scale,
(y-mu)/ (dmu/dy).
See Also
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