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rregressionglmpoisson

Interpreting the output of glm for Poisson regression


Consider the following:

foo = 1:10
bar = 2 * foo
glm(bar ~ foo, family=poisson)

I get results

Coefficients:
(Intercept)          foo  
     1.1878       0.1929  

Degrees of Freedom: 9 Total (i.e. Null);  8 Residual
Null Deviance:      33.29 
Residual Deviance: 2.399    AIC: 47.06 

From the explanation on this page, it seems like the coefficient of foo should be log(2), but it's not.

More generally, I thought the output of this is supposed to mean that lambda = 1.187 + .1929 * foo where lambda is the parameter for the Poisson distribution, but that doesn't seem to fit with the data.

How should I interpret the output of this regression?


Solution

  • Poisson models are multiplicative. What this is saying is that as a result of some sort of averaging process that an increase of 1 in the order (increments in the foo predictor), will be associated with ratio of adjacent even integers in the range seq( 2, 20, by 2) that is exp(0.1929). I don't think the prediction is very good but when you look at the possible values, not bad.

    > exp(0.1929)
    [1] 1.212762
    
    > seq(4,20,by=2)/seq(2,18,by=2) 
    [1] 2.000000 1.500000 1.333333 1.250000 1.200000 1.166667 1.142857 1.125000 1.111111 
    > mean( (2:11)/(1:10) )
    [1] 1.292897