Example Sheet 4

Oskar Hollinsworth
6 April 2018

Question 3

n <- c(9, 10, 15, 25, 32, 33, 37, 46, 46)
i <- 1:9
mod <- glm(n ~ i, family=poisson)
stopifnot(all.equal(mod$dev, 6.351221))
pchisq(mod$dev, df=length(n)-2, lower.tail = FALSE)

## [1] 0.4993889

Question 6

invlogit <- function(x) exp(x) / (1+exp(x))

cat("c)", pchisq(4.6493,6))

## c) 0.4104872
zval <- (2.849-1.948) / sqrt(2*(1-0.59^2))
pval <- pnorm(zval, lower.tail = FALSE)
cat("\ne) z-value = ", zval, "p-value = ", pval)

##
## e) z-value = 0.7890769 p-value = 0.2150335
saba <- 0.7309
zval <- 1.079
stderr <- 0.6771
sabaCI <- c(saba - 1.96 * stderr, saba + 1.96 * stderr)
prob <- invlogit(saba)
probCI <- invlogit(sabaCI)
cat("\nf) prob = ", prob, "95% CI = [", probCI, "]")

##
## f) prob = 0.6750027 95% CI = [ 0.3552099 0.8867551 ]

Question 8

Simple surrogate Poisson does not fit well at all. There are certainly interactions.
Model 1 fits significantly better than this. However, adding more interaction terms fails to improve the fit.
This suggests that the joint distribution (gender, subject) is independent of go_out.
Examining the coefficients in model 1 (which are all highly significant), we observe that men are more likely
to study sciences (surprise!).
pval <- function(mod) pchisq(mod$dev, df=mod$df.residual, lower.tail = FALSE)
xtabs(Freq ~ go_out + subject + gender, data=SD_data)

1
## , , gender = F
##
## subject
## go_out Arts Sciences
## < 1/week 7 8
## > 2/week 46 30
## 1/week 36 23
## 2/week 59 18
##
## , , gender = M
##
## subject
## go_out Arts Sciences
## < 1/week 10 14
## > 2/week 22 61
## 1/week 19 37
## 2/week 29 69
mod0 <- glm(Freq ~., data=SD_data, family=poisson)
summary(mod0)

##
## Call:
## glm(formula = Freq ~ ., family = poisson, data = SD_data)
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -4.3684 -1.6578 -0.2208 1.9050 3.1429
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 2.13723 0.17417 12.271 < 2e-16 ***
## go_out> 2/week 1.40534 0.17869 7.865 3.70e-15 ***
## go_out1/week 1.08137 0.18530 5.836 5.36e-09 ***
## go_out2/week 1.50122 0.17707 8.478 < 2e-16 ***
## subjectSciences 0.13134 0.09073 1.448 0.148
## genderM 0.13957 0.09076 1.538 0.124
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for poisson family taken to be 1)
##
## Null deviance: 184.753 on 15 degrees of freedom
## Residual deviance: 72.328 on 10 degrees of freedom
## AIC: 165.11
##
## Number of Fisher Scoring iterations: 4
mod1 <- glm(Freq ~ gender*subject + go_out, data=SD_data, family=poisson)
summary(mod1)

##
## Call:
## glm(formula = Freq ~ gender * subject + go_out, family = poisson,
## data = SD_data)

2
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -2.0814 -0.4464 0.1236 0.6829 1.3165
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 2.4705 0.1742 14.181 < 2e-16 ***
## genderM -0.6152 0.1388 -4.433 9.29e-06 ***
## subjectSciences -0.6278 0.1393 -4.505 6.63e-06 ***
## go_out> 2/week 1.4053 0.1787 7.865 3.70e-15 ***
## go_out1/week 1.0814 0.1853 5.836 5.36e-09 ***
## go_out2/week 1.5012 0.1771 8.478 < 2e-16 ***
## genderM:subjectSciences 1.4442 0.1935 7.464 8.39e-14 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for poisson family taken to be 1)
##
## Null deviance: 184.753 on 15 degrees of freedom
## Residual deviance: 12.995 on 9 degrees of freedom
## AIC: 107.78
##
## Number of Fisher Scoring iterations: 4
mod2 <- glm(Freq ~ gender*(subject + go_out), data=SD_data, family=poisson)
summary(mod2)

##
## Call:
## glm(formula = Freq ~ gender * (subject + go_out), family = poisson,
## data = SD_data)
##
## Deviance Residuals:
## Min 1Q Median 3Q Max
## -1.80809 -0.54957 -0.03246 0.56946 1.20777
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 2.2803 0.2627 8.680 < 2e-16 ***
## genderM -0.2848 0.3455 -0.824 0.410
## subjectSciences -0.6278 0.1393 -4.505 6.63e-06 ***
## go_out> 2/week 1.6227 0.2825 5.743 9.28e-09 ***
## go_out1/week 1.3695 0.2892 4.736 2.18e-06 ***
## go_out2/week 1.6358 0.2822 5.796 6.80e-09 ***
## genderM:subjectSciences 1.4442 0.1935 7.464 8.39e-14 ***
## genderM:go_out> 2/week -0.3819 0.3654 -1.045 0.296
## genderM:go_out1/week -0.5222 0.3783 -1.380 0.168
## genderM:go_out2/week -0.2288 0.3627 -0.631 0.528
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for poisson family taken to be 1)
##
## Null deviance: 184.753 on 15 degrees of freedom

3
## Residual deviance: 10.357 on 6 degrees of freedom
## AIC: 111.14
##
## Number of Fisher Scoring iterations: 4
mod3 <- glm(Freq ~ gender*subject + gender*go_out + go_out*subject, data=SD_data, family=poisson)
summary(mod3)

##
## Call:
## glm(formula = Freq ~ gender * subject + gender * go_out + go_out *
## subject, family = poisson, data = SD_data)
##
## Deviance Residuals:
## 1 2 3 4 5 6 7
## -0.02307 0.69670 -0.36994 -0.93358 0.02865 -1.12241 0.48886
## 8 9 10 11 12 13 14
## 1.12210 0.03348 -0.91175 0.54197 0.97259 -0.02004 0.64130
## 15 16
## -0.36510 -0.69614
##
## Coefficients:
## Estimate Std. Error z value Pr(>|z|)
## (Intercept) 2.27918 0.28758 7.925 2.27e-15 ***
## genderM -0.30077 0.36326 -0.828 0.4077
## subjectSciences -0.62453 0.36308 -1.720 0.0854 .
## go_out> 2/week 1.55286 0.31421 4.942 7.73e-07 ***
## go_out1/week 1.36536 0.32090 4.255 2.09e-05 ***
## go_out2/week 1.70626 0.31054 5.495 3.92e-08 ***
## genderM:subjectSciences 1.46562 0.19535 7.503 6.26e-14 ***
## genderM:go_out> 2/week -0.44738 0.38956 -1.148 0.2508
## genderM:go_out1/week -0.52631 0.40319 -1.305 0.1918
## genderM:go_out2/week -0.15272 0.38633 -0.395 0.6926
## subjectSciences:go_out> 2/week 0.18845 0.38477 0.490 0.6243
## subjectSciences:go_out1/week 0.01178 0.39822 0.030 0.9764
## subjectSciences:go_out2/week -0.21716 0.37976 -0.572 0.5674
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for poisson family taken to be 1)
##
## Null deviance: 184.7526 on 15 degrees of freedom
## Residual deviance: 7.3547 on 3 degrees of freedom
## AIC: 114.14
##
## Number of Fisher Scoring iterations: 4
mod4 <- glm(Freq ~ go_out*subject*gender, data=SD_data, family=poisson)
summary(mod4)

##
## Call:
## glm(formula = Freq ~ go_out * subject * gender, family = poisson,
## data = SD_data)
##

4
## Deviance Residuals:
## [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
##
## Coefficients:
## Estimate Std. Error z value
## (Intercept) 1.9459 0.3780 5.148
## go_out> 2/week 1.8827 0.4057 4.641
## go_out1/week 1.6376 0.4131 3.964
## go_out2/week 2.1316 0.3998 5.332
## subjectSciences 0.1335 0.5175 0.258
## genderM 0.3567 0.4928 0.724
## go_out> 2/week:subjectSciences -0.5610 0.5683 -0.987
## go_out1/week:subjectSciences -0.5816 0.5823 -0.999
## go_out2/week:subjectSciences -1.3207 0.5834 -2.264
## go_out> 2/week:genderM -1.0943 0.5568 -1.965
## go_out1/week:genderM -0.9958 0.5686 -1.751
## go_out2/week:genderM -1.0669 0.5425 -1.967
## subjectSciences:genderM 0.2029 0.6628 0.306
## go_out> 2/week:subjectSciences:genderM 1.2443 0.7458 1.668
## go_out1/week:subjectSciences:genderM 0.9116 0.7682 1.187
## go_out2/week:subjectSciences:genderM 1.8510 0.7488 2.472
## Pr(>|z|)
## (Intercept) 2.63e-07 ***
## go_out> 2/week 3.47e-06 ***
## go_out1/week 7.36e-05 ***
## go_out2/week 9.70e-08 ***
## subjectSciences 0.7964
## genderM 0.4692
## go_out> 2/week:subjectSciences 0.3236
## go_out1/week:subjectSciences 0.3180
## go_out2/week:subjectSciences 0.0236 *
## go_out> 2/week:genderM 0.0494 *
## go_out1/week:genderM 0.0799 .
## go_out2/week:genderM 0.0492 *
## subjectSciences:genderM 0.7595
## go_out> 2/week:subjectSciences:genderM 0.0952 .
## go_out1/week:subjectSciences:genderM 0.2354
## go_out2/week:subjectSciences:genderM 0.0134 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for poisson family taken to be 1)
##
## Null deviance: 1.8475e+02 on 15 degrees of freedom
## Residual deviance: 1.9984e-14 on 0 degrees of freedom
## AIC: 112.79
##
## Number of Fisher Scoring iterations: 3
anova(mod0, mod1, test="LR")

## Analysis of Deviance Table

##
## Model 1: Freq ~ go_out + subject + gender
## Model 2: Freq ~ gender * subject + go_out

5
## Resid. Df Resid. Dev Df Deviance Pr(>Chi)
## 1 10 72.328
## 2 9 12.995 1 59.333 1.332e-14 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(mod1, mod2, test="LR")

## Analysis of Deviance Table

##
## Model 1: Freq ~ gender * subject + go_out
## Model 2: Freq ~ gender * (subject + go_out)
## Resid. Df Resid. Dev Df Deviance Pr(>Chi)
## 1 9 12.995
## 2 6 10.357 3 2.6376 0.4509
anova(mod1, mod3, test="LR")

## Analysis of Deviance Table

##
## Model 1: Freq ~ gender * subject + go_out
## Model 2: Freq ~ gender * subject + gender * go_out + go_out * subject
## Resid. Df Resid. Dev Df Deviance Pr(>Chi)
## 1 9 12.9950
## 2 3 7.3547 6 5.6403 0.4647
anova(mod3, mod4, test="LR")

## Analysis of Deviance Table

##
## Model 1: Freq ~ gender * subject + gender * go_out + go_out * subject
## Model 2: Freq ~ go_out * subject * gender
## Resid. Df Resid. Dev Df Deviance Pr(>Chi)
## 1 3 7.3547
## 2 0 0.0000 3 7.3547 0.06141 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
pval(mod0)

## [1] 1.572082e-11
pval(mod1)

## [1] 0.162831
pval(mod2)

## [1] 0.110385
pval(mod3)

## [1] 0.0614107
pval(mod4)

## [1] 0