# Estimate of intercept in loglinear model Classic List Threaded 8 messages Open this post in threaded view
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 How does R estimate the intercept term \alpha in a loglinear   model with Poisson model and log link for a contingency table of counts? (E.g., for a 2-by-2 table {n_{ij}) with \log(\mu) = \alpha + \beta_{i} + \gamma_{j}) I fitted such a model and checked the calculations by hand. I  agreed with the main effect terms but not the intercept. Interestingly,  I agreed with the fitted value provided by R for the first cell {11} in the table. If my estimate of intercept = \hat{\alpha}, my estimate of the fitted value for the first cell = exp(\hat{\alpha}) but R seems to be doing something else for the estimate of the intercept. However if I check the  R $fitted_value for n_{11} it agrees with my exp(\hat{\alpha}). I would expect that with the corner-point parametrization, the estimates for a 2 x 2 table would correspond to expected frequencies exp(\alpha), exp(\alpha + \beta), exp(\alpha + \gamma), exp(\alpha + \beta + \gamma). The MLE of \alpha appears to be log(n_{.1} * n_{1.}/n_{..}), but this is not equal to the intercept given by R in the example I tried. With thanks in anticipation, Colin Aitken -- Professor Colin Aitken, Professor of Forensic Statistics, School of Mathematics, King’s Buildings, University of Edinburgh, Mayfield Road, Edinburgh, EH9 3JZ. Tel: 0131 650 4877 E-mail: [hidden email] Fax : 0131 650 6553 http://www.maths.ed.ac.uk/~cggaThe University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336. ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code. Reply | Threaded Open this post in threaded view | ## Re: Estimate of intercept in loglinear model  On Nov 7, 2011, at 12:59 PM, Colin Aitken wrote: > How does R estimate the intercept term \alpha in a loglinear > model with Poisson model and log link for a contingency table of > counts? > > (E.g., for a 2-by-2 table {n_{ij}) with \log(\mu) = \alpha + > \beta_{i} + \gamma_{j}) > > I fitted such a model and checked the calculations by hand. I > agreed with the main effect terms but not the intercept. > Interestingly, I agreed with the fitted value provided by R for the > first cell {11} in the table. > > If my estimate of intercept = \hat{\alpha}, my estimate of the > fitted value for the first cell = exp(\hat{\alpha}) but R seems to > be doing something else for the estimate of the intercept. > > However if I check the R$fitted_value for n_{11} it agrees with my   > exp(\hat{\alpha}). > > I would expect that with the corner-point parametrization, the   > estimates for a 2 x 2 table would correspond to expected frequencies   > exp(\alpha), exp(\alpha + \beta), exp(\alpha + \gamma), exp(\alpha +   > \beta + \gamma). The MLE of \alpha appears to be log(n_{.1} * n_{1.}/ > n_{..}), but this is not equal to the intercept given by R in the   > example I tried. > > With thanks in anticipation, > > Colin Aitken > > > -- > Professor Colin Aitken, > Professor of Forensic Statistics, Do you suppose you could provide a data-corpse for us to dissect? Noting the tag line for every posting .... > and provide commented, minimal, self-contained, reproducible code. -- David Winsemius, MD West Hartford, CT ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Estimate of intercept in loglinear model

 In reply to this post by Colin Aitken On Nov 07, 2011 at 7:59pm Colin Aitken wrote: > How does R estimate the intercept term \alpha in a loglinear > model with Poisson model and log link for a contingency table of counts? Colin, If you fitted this using a GLM then the default in R is to use so-called treatment contrasts (i.e. Dunnett contrasts). See ?contr.treatment. Take the first example on the ?glm help page ## Dobson (1990) Page 93: Randomized Controlled Trial : counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) print(d.AD <- data.frame(treatment, outcome, counts)) glm.D93 <- glm(counts ~ outcome + treatment, family=poisson()) anova(glm.D93) summary(glm.D93) < snip > Coefficients:               Estimate Std. Error z value Pr(>|z|)     (Intercept)  3.045e+00  1.709e-01  17.815   <2e-16 *** outcome2    -4.543e-01  2.022e-01  -2.247   0.0246 *   outcome3    -2.930e-01  1.927e-01  -1.520   0.1285     treatment2   1.338e-15  2.000e-01   0.000   1.0000     treatment3   1.421e-15  2.000e-01   0.000   1.0000 < snip > > levels(outcome)  "1" "2" "3" > levels(treatment)  "1" "2" "3" So here the intercept represents the estimated counts at the first level of "outcome" (i.e. outcome = 1) and the first level of "treatment" (i.e. treatment = 1). > predict(glm.D93, newdata=data.frame(outcome="1", treatment="1"))        1 3.044522 Regards, Mark. Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa
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## Re: Estimate of intercept in loglinear model

 On Nov 07, 2011 at 9:04pm Mark Difford wrote: > So here the intercept represents the estimated counts... Perhaps I should have added (though surely unnecessary in your case) that exponentiation gives the predicted/estimated counts, viz 21 (compared to 18 for the saturated model). ## > exp(3.044522)  20.99999 Regards, Mark. Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa
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## Re: Estimate of intercept in loglinear model

 In reply to this post by David Winsemius On 08/11/11 07:11, David Winsemius wrote: (in response to >> Professor Colin Aitken, >> Professor of Forensic Statistics, !!!) > > Do you suppose you could provide a data-corpse for us to dissect? Fortune nomination!!!      cheers,          Rolf Turner ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Estimate of intercept in loglinear model

 Nov 08, 2011; 4:58am Rolf Turner wrote: >(in response to >>> Professor Colin Aitken, >>> Professor of Forensic Statistics, >!!!) >  >> >> Do you suppose you could provide a data-corpse for us to dissect? >Fortune nomination!!! I think Sherlock would have said, "But it's elementary, my dear Watson. Oftentimes a corpse is not necessary, as here." Regards, Mark. Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa