Nothing
## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>"
)
## ----setup--------------------------------------------------------------------
library(GlmSimulatoR)
library(ggplot2)
library(dplyr)
library(stats)
set.seed(1)
#Very right skewed. Skewness 2
Gamma <- rgamma(1000, shape = 1, scale = 1)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
#Very right skewed and spread out more. Skewness 2
Gamma <- rgamma(1000, shape = 1, scale = 5)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
#Hump moves slightly towards the middle. Skewness 1.414214
Gamma <- rgamma(1000, shape = 2, scale = 1)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
#Hump moves slightly more towards the middle. Skewness 1.154701
Gamma <- rgamma(1000, shape = 3, scale = 1)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
#Hump moves slightly more towards the middle. Skewness 0.8944272
Gamma <- rgamma(1000, shape = 5, scale = 1)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
#Nearly gaussian. Very slightly right skewed. Skewness .2
Gamma <- rgamma(1000, shape = 100, scale = 1)
temp <- tibble(gamma = Gamma)
ggplot(temp, aes(x=gamma)) +
geom_histogram(bins = 30)
## ---- echo=FALSE--------------------------------------------------------------
rm(Gamma, temp)
## -----------------------------------------------------------------------------
#Make data
set.seed(1)
simdata <- simulate_gamma(N = 10000, link = "inverse",
weights = c(1, 2, 3), ancillary = .05)
#Confirm Y ~ gamma
ggplot(simdata, aes(x = Y)) +
geom_histogram(bins = 30)
glm <- glm(Y ~ X1 + X2 + X3, data = simdata, family = Gamma("inverse"))
#Mean Squared Error
mean((simdata$Y - predict(glm, newdata = simdata, type = "response"))^2)
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