jthaman / ciTools

An R Package for Quick Uncertainty Intervals
GNU General Public License v3.0
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Use z-distribution for GLMs with dispersion parameter fixed to 1 #13

Closed matthewravery closed 6 years ago

matthewravery commented 6 years ago

At present, many GLM methods use t-distributions rather than z-distributions for GLMs where the dispersion parameter is fixed at 1. (See Section 2.6.2 of Applied generalized linear mixed models: Continuous and discrete data, 2010.) These methods should use a standard normal instead. See add_ci.glm, add_pi.glm, etc.

jthaman commented 6 years ago

atm add_pi.glm is doing a simulation via arm::sim, but I will keep this in mind when I try to write a parametric solution for GLM PIs.

jthaman commented 6 years ago

Note to remind myself to make a list of GLMs with dispersion param = 1.

jthaman commented 6 years ago

I looked in the code of summary.glm and found that you are correct: poisson and binomial GLMs are the only families where the dispersion param is set to one.