library(lme4)
out <- glmer(cbind(incidence, size - incidence)
~ period
+ (1 | herd),
data = cbpp,
family = binomial,
contrasts = list(period = "contr.sum"))
summary(out)
Fixed effects:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.32337 0.22129 -10.499 < 2e-16 ***
period1 0.92498 0.18330 5.046 4.51e-07 ***
period2 -0.06698 0.22845 -0.293 0.769
period3 -0.20326 0.24193 -0.840 0.401
I was never in a situation where I needed to fit a generalised linear model with effect coding (contr.sum
for R
users). Can I apply the same interpretation as in the linear model case? In a normal linear model the intercept would be the grand mean and the $\beta$s (parameters for period1
, period2
, period3
and period4 = (Intercept) - period1 - period2 - period3
the effects i.e. how the factor levels deviate from the grand mean.
Here is how I think the analogous interpretation for generalised linear models goes. (I will exponentiate all parameters and hence transform the log-odds(-ratios) to odds(-ratios).) The intercept $\exp((\text{Intercept}))$ would then be the overall odds of success vs. failure (sticking here to classical binomial terminology) and the $\beta$s the log-odds-ratios. And we get the odds for e.g. period1
by adding $\text{(Intercept)}+\text{period1}$ and then exponentiating: $\exp(\text{(Intercept)}+\text{period1})$. Is the $\text{(Intercept)}$ really the overall/medium odds and the $\beta$s odds-ratios?