> mod=glm(y~offset(log(years))+as.factor(gender)+age,family=Gamma(link="log"),
+ data=pm,control = glm.control(maxit = 50))
> shape=gamma.shape(mod)
> summary(mod,dispersion = 1/shape$alpha)
Call:
glm(formula = y ~ offset(log(years)) + as.factor(gender) + age,
family = Gamma(link = "log"), data = pm, control = glm.control(maxit = 50))
Deviance Residuals:
Min 1Q Median 3Q Max
-3.8207 -1.2145 -0.5334 0.1910 15.1410
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 4.6730931 0.0134128 348.4 <2e-16 ***
as.factor(gender)M 0.7806667 0.0024625 317.0 <2e-16 ***
age 0.0642592 0.0001908 336.8 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for Gamma family taken to be 1.238619)
Null deviance: 1519880 on 852449 degrees of freedom
Residual deviance: 1251784 on 852447 degrees of freedom
AIC: 20497381
Number of Fisher Scoring iterations: 8
> summary(mod)
Call:
glm(formula = y ~ offset(log(years)) + as.factor(gender) + age,
family = Gamma(link = "log"), data = pm, control = glm.control(maxit = 50))
Deviance Residuals:
Min 1Q Median 3Q Max
-3.8207 -1.2145 -0.5334 0.1910 15.1410
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.6730931 0.0200320 233.3 <2e-16 ***
as.factor(gender)M 0.7806667 0.0036777 212.3 <2e-16 ***
age 0.0642592 0.0002849 225.5 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for Gamma family taken to be 2.762759)
Null deviance: 1519880 on 852449 degrees of freedom
Residual deviance: 1251784 on 852447 degrees of freedom
AIC: 20497381
Number of Fisher Scoring iterations: 8
> pscl::pR2(mod)
llh llhNull G2 McFadden r2ML r2CU
-1.024869e+07 -1.034377e+07 1.901660e+05 9.192299e-03 1.999506e-01 1.999506e-01
> drop1(mod)
Single term deletions
Model:
y ~ offset(log(years)) + as.factor(gender) + age
Df Deviance AIC
<none> 1251784 20497381
as.factor(gender) 1 1367517 20539269
age 1 1383277 20544973
> exp(confint(mod))
Waiting for profiling to be done...
2.5 % 97.5 %
(Intercept) 103.423488 110.819024
as.factor(gender)M 2.167202 2.198753
age 1.065840 1.066889
age, family=Gamma(link="log"),
data=pm, control = glm.control(maxit = 50))
shape = gamma.shape(mod)
summary(mod, dispersion = 1/shape$alpha)
Call:
glm(formula = y ~ offset(log(years)) + as.factor(gender) +
age,
family = Gamma(link = "log"), data = pm,
control = glm.control(maxit = 50))
Deviance Residuals:
Min 1Q Median 3Q Max
-3.8207 -1.2145 -0.5334 0.1910 15.1410
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 4.6730931 0.0134128 348.4 <2e-16 ***
as.factor(gender)M 0.7806667 0.0024625 317.0 <2e-16 ***
age 0.0642592 0.0001908 336.8 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for Gamma family taken to be 1.238619)
Null deviance: 1519880 on 852449 degrees of freedom
Residual deviance: 1251784 on 852447 degrees of freedom
AIC: 20497381
Number of Fisher Scoring iterations: 8
summary(mod)
Call:
glm(formula = y ~ offset(log(years)) + as.factor(gender) +
age,
family = Gamma(link = "log"), data = pm,
control = glm.control(maxit = 50))
Deviance Residuals:
Min 1Q Median 3Q Max
-3.8207 -1.2145 -0.5334 0.1910 15.1410
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.6730931 0.0200320 233.3 <2e-16 ***
as.factor(gender)M 0.7806667 0.0036777 212.3 <2e-16 ***
age 0.0642592 0.0002849 225.5 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for Gamma family taken to be 2.762759)
Null deviance: 1519880 on 852449 degrees of freedom
Residual deviance: 1251784 on 852447 degrees of freedom
AIC: 20497381
Number of Fisher Scoring iterations: 8
> pscl::pR2(mod)
llh llhNull G2 McFadden r2ML r2CU
-1.024869e+07 -1.034377e+07 1.901660e+05 9.192299e-03 1.999506e-01 1.999506e-01
> drop1(mod)
Single term deletions
Model:
y ~ offset(log(years)) + as.factor(gender) + age
Df Deviance AIC
<none> 1251784 20497381
as.factor(gender) 1 1367517 20539269
age 1 1383277 20544973
> exp(confint(mod))
Waiting for profiling to be done...
2.5 % 97.5 %
(Intercept) 103.423488 110.819024
as.factor(gender)M 2.167202 2.198753
age 1.065840 1.066889
The confidence interval from confintconfint
is definitely not correct. I will need to recalculate based on the new standard erorrserrors.