Fit All K-way Models in a GLM

Generate and fit all 0-way, 1-way, 2-way, ... k-way terms in a glm.

Usage

Kway(formula, family = poisson, data, ..., order = nt, prefix = "kway")

Arguments

formula: a two-sided formula for the 1-way effects in the model. The LHS should be the response, and the RHS should be the first-order terms connected by + signs.
family: a description of the error distribution and link function to be used in the model. This can be a character string naming a family function, a family function or the result of a call to a family function. (See family for details of family functions.)
data: an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which glm is called.
...: Other arguments passed to glm
order: Highest order interaction of the models generated. Defaults to the number of terms in the model formula.
prefix: Prefix used to label the models fit in the glmlist object.

Value

An object of class glmlist, of length order+1 containing the 0-way, 1-way, ... models up to degree order.

Details

This function is designed mainly for hierarchical loglinear models (or glms in the poisson family), where it is desired to find the highest-order terms necessary to achieve a satisfactory fit.

Using anova on the resulting glmlist object will then give sequential tests of the pooled contributions of all terms of degree \(k+1\) over and above those of degree \(k\).

This function is also intended as an example of a generating function for glmlist objects, to facilitate model comparison, extraction, summary and plotting of model components, etc., perhaps using lapply or similar.

With y as the response in the formula, the 0-way (null) model is y ~ 1. The 1-way ("main effects") model is that specified in the formula argument. The k-way model is generated using the formula . ~ .^k. With the default order = nt, the final model is the saturated model.

As presently written, the function requires a two-sided formula with an explicit response on the LHS. For frequency data in table form (e.g., produced by xtabs) you the data argument is coerced to a data.frame, so you should supply the formula in the form Freq ~ ....

Author

Michael Friendly and Heather Turner

Examples


## artificial data
factors <- expand.grid(A=factor(1:3),
                       B=factor(1:2),
                       C=factor(1:3),
                       D=factor(1:2))
Freq <- rpois(nrow(factors), lambda=40)
df <- cbind(factors, Freq)

mods3 <- Kway(Freq ~ A + B + C, data=df, family=poisson)
LRstats(mods3)
#> Likelihood summary table:
#>           AIC    BIC LR Chisq Df Pr(>Chisq)
#> kway.0 235.61 237.19   34.531 35     0.4906
#> kway.1 242.79 252.29   31.714 30     0.3810
#> kway.2 252.30 274.47   25.216 22     0.2868
#> kway.3 257.29 285.80   22.213 18     0.2227
mods4 <- Kway(Freq ~ A + B + C + D, data=df, family=poisson)
LRstats(mods4)
#> Likelihood summary table:
#>           AIC    BIC LR Chisq Df Pr(>Chisq)
#> kway.0 235.61 237.19   34.531 35     0.4906
#> kway.1 244.40 255.48   31.318 29     0.3506
#> kway.2 262.11 293.78   23.032 16     0.1129
#> kway.3 268.70 319.38    5.625  4     0.2289
#> kway.4 271.08 328.09    0.000  0     1.0000

# JobSatisfaction data
data(JobSatisfaction, package="vcd")
modSat <- Kway(Freq ~ management+supervisor+own,
               data=JobSatisfaction,
               family=poisson, prefix="JobSat")
LRstats(modSat)
#> Likelihood summary table:
#>              AIC     BIC LR Chisq Df Pr(>Chisq)    
#> JobSat.0 260.251 260.330  208.775  7     <2e-16 ***
#> JobSat.1 175.472 175.790  117.997  4     <2e-16 ***
#> JobSat.2  63.541  64.097    0.065  1     0.7989    
#> JobSat.3  65.476  66.111    0.000  0     1.0000    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(modSat, test="Chisq")
#> Analysis of Deviance Table
#> 
#> Model 1: Freq ~ 1
#> Model 2: Freq ~ management + supervisor + own
#> Model 3: Freq ~ management + supervisor + own + management:supervisor + 
#>     management:own + supervisor:own
#> Model 4: Freq ~ management + supervisor + own + management:supervisor + 
#>     management:own + supervisor:own + management:supervisor:own
#>   Resid. Df Resid. Dev Df Deviance Pr(>Chi)    
#> 1         7    208.775                         
#> 2         4    117.997  3   90.778   <2e-16 ***
#> 3         1      0.065  3  117.932   <2e-16 ***
#> 4         0      0.000  1    0.065   0.7989    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

# Rochdale data: very sparse, in table form
data(Rochdale, package="vcd")
if (FALSE) { # \dontrun{
modRoch <- Kway(Freq~EconActive + Age + HusbandEmployed + Child +
                     Education + HusbandEducation + Asian + HouseholdWorking,
                data=Rochdale, family=poisson)
LRstats(modRoch)
} # }