## tests of the simulate.lm method, added Feb 2009 options(digits = 5) ## cases should be named hills <- readRDS("hills.rds") # copied from package MASS fit1 <- lm(time ~ dist, data = hills) set.seed(1) simulate(fit1, nsim = 3) ## and weights should be taken into account fit2 <- lm(time ~ -1 + dist + climb, hills[-18, ], weight = 1/dist^2) coef(summary(fit2)) set.seed(1); ( ys <- simulate(fit2, nsim = 3) ) for(i in seq_len(3)) print(coef(summary(update(fit2, ys[, i] ~ .)))) ## should be identical to glm(*, gaussian): fit2. <- glm(time ~ -1 + dist + climb, family=gaussian, data=hills[-18, ], weight = 1/dist^2) set.seed(1); ys. <- simulate(fit2., nsim = 3) stopifnot(all.equal(ys, ys.)) ## Poisson fit load("anorexia.rda") # copied from package MASS fit3 <- glm(Postwt ~ Prewt + Treat + offset(Prewt), family = gaussian, data = anorexia) coef(summary(fit3)) set.seed(1) simulate(fit3, nsim = 8) ## two-column binomial fit ldose <- rep(0:5, 2) numdead <- c(1, 4, 9, 13, 18, 20, 0, 2, 6, 10, 12, 16) sex <- factor(rep(c("M", "F"), c(6, 6))) SF <- cbind(numdead, numalive = 20 - numdead) fit4 <- glm(SF ~ sex + ldose - 1, family = binomial) coef(summary(fit4)) set.seed(1) ( ys <- simulate(fit4, nsim = 3) ) for(i in seq_len(3)) print(coef(summary(update(fit4, ys[, i] ~ .)))) ## same via proportions fit5 <- glm(numdead/20 ~ sex + ldose - 1, family = binomial, weights = rep(20, 12)) set.seed(1) ( ys <- simulate(fit5, nsim = 3) ) for(i in seq_len(3)) print(coef(summary(update(fit5, ys[, i] ~ .)))) ## factor binomial fit load("birthwt.rda") # copied from package MASS bwt <- with(birthwt, { race <- factor(race, labels = c("white", "black", "other")) table(ptl) ptd <- factor(ptl > 0) table(ftv) ftv <- factor(ftv) levels(ftv)[-(1:2)] <- "2+" data.frame(low = factor(low), age, lwt, race, smoke = (smoke > 0), ptd, ht = (ht > 0), ui = (ui > 0), ftv) }) fit6 <- glm(low ~ ., family = binomial, data = bwt) coef(summary(fit6)) set.seed(1) ys <- simulate(fit6, nsim = 3) ys[1:10, ] for(i in seq_len(3)) print(coef(summary(update(fit6, ys[, i] ~ .)))) ## This requires MASS::gamma.shape if(!require("MASS")) q() ## gamma fit, from example(glm) clotting <- data.frame(u = c(5,10,15,20,30,40,60,80,100), lot1 = c(118,58,42,35,27,25,21,19,18)) fit7 <- glm(lot1 ~ log(u), data = clotting, family = Gamma) coef(summary(fit7)) set.seed(1) ( ys <- simulate(fit7, nsim = 3) ) for(i in seq_len(3)) print(coef(summary(update(fit7, ys[, i] ~ .))))