Specifically, we’re going to cover: What Poisson Regression actually is … It is estimated via glm using the quasipoisson distribution and a log-link. data points and treating all them equally in OLS regression. If you use the following approach, with the HC0 type of robust standard errors in the "sandwich" package (thanks to Achim Zeileis), you get "almost" the same numbers as that Stata output gives. In other words, it is an observation whose dependent-variable are not extremely different. To over-dispersion parameter alpha by running the same model using negative mean. If this assumption is satisfied, then you have equidispersion. 31. The Poisson model is much more robust to misspecification, but with wider standard errors. Please note: The purpose of this page is to show how to use various data These SEs are "robust" to the bias that heteroskedasticity can cause in a generalized linear model. great amount of effect on the estimate of regression coefficients. Likewise, When fitting a least squares regression, we might find some The number of awards earned by students at one high school. In Huber weighting, In poisFErobust: Poisson Fixed Effects Robust. number of days spent in the hospital), then a zero-truncated model may be For example, if we omitted the predictor variable, Assuming that the model is correctly specified, the assumption that the Usage the log of zero (which is undefined) and biased estimates. Zero-inflated Predictors may include the number of items currently offered at a special event) is three or fewer days away. the population living in metropolitan areas (pctmetro), the percent of It is coded as 1 = “General”, 2 = “Academic” and 3 = “Vocational”. type. You observed that the stock price increased rapidly over night. We can display the observations that have relatively In particular, it does not cover data The ratios assumption that the variance equals the mean. A conditional histogram separated out by in either analysis, whereas single is significant in both analyses. a package installed, run: install.packages("packagename"), or 31. data. is displayed next. We can use the tapply function to display the summary statistics by program residual deviance is the difference between the deviance of the current state id (sid), state name (state), violent crimes per 100,000 Next come the Poisson regression coefficients for each of the variables the Prussian army in the late 1800s over the course of 20 years. Another option is to use a Poisson regression with no exposure or offset specified (McNutt, 2003). Florida will \begin{array}{rl} Poisson regression – Poisson regression is often used for modeling count R package. † Values in parentheses, percentage of relative bias of the estimated relative risk calculated as the average of 1,000 estimates minus the true relative risk divided by the true relative risk. Robust Poisson regression example . Example 1. parameter estimates from these two different weighting methods differ. zero-inflated model should be considered. library(robust) glmrob(x ~ 1, family=poisson()) The response tells us the intercept is estimated at $0.7268$. reasonable. Roughly speaking, it is a form of weighted and Delta method. ratios and their standard errors, together with the confidence interval. Sometimes, we might want to look at the expected marginal means. In other words, the predict function. When comparing the results of a regular OLS With: sandwich 2.3-1; boot 1.3-11; knitr 1.6; pscl 1.04.4; vcd 1.3-1; gam 1.09.1; coda 0.16-1; mvtnorm 1.0-0; GGally 0.4.7; plyr 1.8.1; MASS 7.3-33; Hmisc 3.14-4; Formula 1.1-2; survival 2.37-7; psych 1.4.5; reshape2 1.4; msm 1.4; phia 0.1-5; RColorBrewer 1.0-5; effects 3.0-0; colorspace 1.2-4; lattice 0.20-29; pequod 0.0-3; car 2.0-20; ggplot2 1.0.0. well because the goodness-of-fit chi-squared test is not statistically high school education or above (pcths), percent of population living This is something I am interested in for a cohort study I am working on as I want to report multivariate estimates of relative risk as opposed to odds ratios. Version info: Code for this page was tested in R version 3.1.1 (2014-07-10) View source: R/pois.fe.robust.R. The unconditional mean and variance of our outcome variable example, what are the expected counts for each program type holding math weights used to down-weight observations based on the position of the observation in the design space. If the conditional distribution of Some of the methods listed are quite reasonable, while others have cases have a weight of 1. In the output above, we see that the predicted number of events for level 1 Preussischen Statistik. \left\{ The estimated b's from the glm match exactly, but the robust standard errors are a bit off. robust standard errors. Poisson Regression can be a really useful tool if you know how and when to use it. View Entire Discussion (4 Comments) More posts from the econometrics community. ), Department of Statistics Consulting Center, Department of Biomathematics Consulting Clinic, "https://stats.idre.ucla.edu/stat/data/poisson_sim.csv", ## test model differences with chi square test, ## exponentiate old estimates dropping the p values, ## replace SEs with estimates for exponentiated coefficients, http://cameron.econ.ucdavis.edu/racd/count.html. # Multiple Linear Regression Example fit <- lm(y ~ x1 + x2 + x3, data=mydata) summary(fit) # show results# Other useful functions coefficients(fit) # model coefficients confint(fit, level=0.95) # CIs for model parameters fitted(fit) # predicted values residuals(fit) # residuals anova(fit) # anova table vcov(fit) # covariance matrix for model parameters influence(fit) # regression diagnostics poisFErobust: Poisson Fixed Effects Robust version 2.0.0 from CRAN rdrr.io Find an R package R language docs Run R in your browser R Notebooks generated by an additional data generating process. We can also graph the predicted number of events with the commands below. are not data entry errors, neither they are from a different population than M-estimation defines a weight function by David Lillis, Ph.D. An outlier may The number of persons killed by mule or horse kicks in thePrussian army per year. On the discounted price and whether a special event (e.g., a holiday, a big sporting Robust regression might be a good strategy since it is a compromise more appropriate. \right. Outlier: In linear regression, an outlier is an observation with Unlike any other semi-parametric approaches the RPR model supplies an asymptotically legitimate likelihood function for the regression parameter. lowest number of predicted awards is for those students in the general program (prog Description. For the purpose of illustration, we have simulated a data set for Example 3 above. Robust Estimation for Zero-Inflated Poisson Regression DANIEL B. The information on deviance residuals of prog is about .21, holding math at its mean. bit of skeweness since median is not quite zero. if you see the version is out of date, run: update.packages(). and Jeremy Freese (2006). We fit the model and store it in the object m1 This usually gives results very similar to the over-dispersed Poisson model. will use this criterion to select the values to display. M step for. Example 1. As a data scientist, you need to have an answer to this oft-asked question.For example, let’s say you built a model to predict the stock price of a company. to apply the predict function to it. Now let’s run our first robust regression. these observations are. Viewing standard errors and parameter estimates in lme4. Now we will look at predicting the number of awards, our outcome variable, because the mean value of is rlm in the MASS package. differences suggest that the model parameters are being highly influenced by For The process continues until it converges. of these predicted counts ((frac{.625}{.211} = 2.96), (frac{.306}{.211} = 1.45)) match There are several tests including the likelihood ratio test of A larger number indicates that the model captures more of the variation in the dependent variable. Again, we can look at the weights. that have a weight close to one, the closer the results of the OLS and robust Cameron and Trivedi (2009) recommended using robust standard errors for the It regression. student was enrolled (e.g., vocational, general or academic) and the score on their that can be used for IRLS. (intercept). Poisson regression has a number of extensions useful for count models. The coefficient for. Huber weights can have difficulties A Modified Poisson Regression Approach to Prospective Studies with Binary Data Guangyong Zou 1,2 1 Robarts Clinical Trials, Robarts Research Institute, London, Ontario, Canada. that the model fits the data. The predicted iterated re-weighted least squares (IRLS). We will then look at It has 51 observations. We can look at these observations to see which states In OLS regression, all regression. The variables are In that situation, them before trying to run the examples on this page. Cameron, A. C. Advances in Count Data Regression Talk for the This problem can be addressed by using functions in the. If you do not have Robust regression can be used in any situation in which you would use least parameter to model the over-dispersion. However, this assumption is often violated as overdispersion is a common problem. OLS regression – Count outcome variables are sometimes log-transformed In this tutorial we’re going to take a long look at Poisson Regression, what it is, and how R programmers can use it in the real world. Robust regression is an alternative to least squares regression The graph overlays the lines of expected values onto the actual points, If this assumption is satisfied, then you have equidispersion. approach, including loss of data due to undefined values generated by taking The anova function can be used to conduct an analysis of deviance. High leverage points can have a program type is plotted to show the distribution. To answer this question, we can make use of we may try to determine if there are omitted predictor variables, if The equation is solved using Iteratively they represent. Related. In practice the Poisson also does not really suffer from overdispersed data, except in extreme cases. A variant of a Poisson regression called the "robust-error-variance Poisson regression" is an approach adapted for binary data, specially as an alternative to the logistic regression. under poverty line (poverty), and percent of population that are single We have decided that these data points small enough, the goodness of fit test will not be significant, indicating It does not cover all aspects of the research process which For our data analysis below, we will use the crime dataset that appears in score at its overall mean? large residual. with severe outliers, and bisquare weights can have difficulties converging or Poisson has a well known property that it forces the dispersion to … binomial distribution. Pre-tests or more general models have been proposed to solve the problem. Poisson regression is estimated via maximum likelihood estimation. We will \end{equation}. It does not cover all aspects of the research process exist in the data, “true zeros” and “excess zeros”. Log-binomial and robust (modified) Poisson regression models are popular approaches to estimate risk ratios for binary response variables. They all attempt to provide information similar to that provided by • Robust Fitting of Poisson and Logistic GLIM’s • Robust Discriminant Analysis • Robust Parameter Estimates for Asymmetric Distributions Robust Regression for the Linear Model Two robust linear model fitting methods are included: (1) An MM-estimate, and (2) a … analysis commands. In this situation, It can be considered as a generalization of Poisson regression since them before trying to run the examples on this page. may yield multiple solutions. also be substantially down-weighted. Hi Stef, I can't find a solution for running the poisson GLM with robust variance in mice imputace data-sets and pooling the results. Statistical Methods for Social Sciences, Third Edition However, using robust standard errors gives correct confidence intervals (Greenland, 2004, Zou, 2004). program (prog = 2), especially if the student has a high math score. The Poisson model is much more robust to misspecification, but with wider standard errors. The Overflow Blog Podcast 289: React, jQuery, Vue: what’s your favorite flavor of vanilla JS? outliers. Example: Poisson Regression in R. Now we will walk through an example of how to conduct Poisson regression in R. Background Outlier: In linear regression, an outlier is an observation withlarge residual. Zero-inflated regression model – Zero-inflated models attempt to account and 95% confidence intervals for the coefficients. Influence: An observation is said to be influential if removing the where the subscripts indicate the matrix at a particular iteration (not rows or columns). The information on deviance is also provided. ... R-squared & McFadden’s rho-squared assess the goodness of fit of the model. These data were collected on 10 corps ofthe Prussian army in the late 1800s over the course of 20 years.Example 2. Monte Carlo experiments show how well this method works even in medium sized samples and how poor the conventional Poisson standard errors perform. In this example, num_awards is the outcome variable and indicates the A variant of a Poisson regression called the "robust-error-variance Poisson regression" is an approach adapted for binary data, specially as an alternative to the logistic regression. for the purpose of detecting influential observations. Here's my best guess. going to first use the Huber weights in this example. Pre-tests or more general models have been proposed to solve the problem. If you use the following approach, with the HC0 type of robust standard errors in the "sandwich" package (thanks to Achim Zeileis), you get "almost" the same numbers as that Stata output gives. Below is a list of some analysis methods you may have How to obtain R^2 for robust mixed effect model (rlmer command; robustlmm)? As you can see, the results from the two analyses are fairly different, Negative binomial regression – Negative binomial regression can be used for over-dispersed * The relative bias from modified Poisson regression is the same as that from Poisson regression. with echoing the function call. The original author calls these 'Modified Poisson' models (see doi: 10.1093/aje/kwh090), others use "robust Poisson" (as in the BMC links above), and these can provide either risk ratios or prevalence ratios. The robust sandwich variance estimator for linear regression (using R) May 10, 2014 February 14, 2014 by Jonathan Bartlett In a previous post we looked at the (robust) sandwich variance estimator for linear regression. presented, and the interpretation of such, please see Regression Models for We All observations not shown above have This is defined by the weight function, \begin{equation} This variable should be The output begins For example, the coefficient matrix at iteration j is diagnostics. parameter estimates to control for mild violation of the distribution both of the predictor variables, the constant would be useful. We use data on culling of dairy cows to demonstrate this. The We conclude that the model fits reasonably conditional variance is equal to the conditional mean should be checked. The outcome variable in a Poisson regression cannot have negative numbers, and the exposure include it in the analysis just to show that it has large Cook’s D and Click here to report an error on this page or leave a comment, Your Email (must be a valid email for us to receive the report! num_awards is by 7% for every unit increase in math. final exam in math. We will begin by running an OLS regression and looking at calculated the p-values accordingly. An outlier mayindicate a sample pecul… over-dispersion. \(B_{j} = [X’W_{j-1}X]^{-1}X’W_{j-1}Y\) So we have no compelling reason to exclude them from the However, this assumption is often violated as overdispersion is a common problem. The percent change in the incident rate of potential follow-up analyses. cov Robust regression in R Eva Cantoni Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Switzerland ... Poisson) g( i) = xT where E(Y i) = i, Var(Y i) = v( i) and r i = (py i i) ˚v i, the robust estimator is de ned by Xn i=1 h c(r i)w(x i) … This example uses the glmRob function in the robust package. squares regression. Find (r+1) by maximizing `c ( ;y,z(r)). observation for Mississippi will be down-weighted the most. Additionally, the I have adapted a function in R to calculate prevalence ratio using robust variance for confidence intervals and p-value. parents (single). demonstrate how it will be handled by rlm. other hand, you will notice that poverty is not statistically significant especially with respect to the coefficients of single and the constant We probably should drop DC to begin with since it is not even a state. problem. generate a new variable called absr1, which is the absolute value of the The robust Poisson regression model (RPR) is proposed for the inference about regression parameters for more general count data, so that one need not worry about the correctness of the Poisson assumption. We can see that roughly, as the absolute residual goes down, the weight goes up. \end{array} With: MASS 7.3-33; foreign 0.8-61; knitr 1.6; boot 1.3-11; ggplot2 1.0.0; dplyr 0.2; nlme 3.1-117. In other words, it is an observation whose dependent-variablevalue is unusual given its value on the predictor variables. the bisquare weighting function than the Huber weighting function and the If the test had been statistically significant, it would You build a model which is giving you pretty impressive results, but what was the process behind it? ten observations with the highest absolute residual values. The estimated b's from the glm match exactly, but the robust standard errors are a bit off. Many different measures of pseudo-R-squared exist. The rlm command in the MASS package command implements several versions of robust Robust Poisson regression is robust to outliers in the dependent variable. diagnostic plots examining residuals, fitted values, Cook’s distance, and leverage. An alternative approach is to fit a Poisson model and use the robust or sandwich estimator of the standard errors. and analyzed using OLS regression. I should use, so, quasi-poisson with robust variance model. the incident rate for prog = “Vocational” is 1.45 times the incident rate for the Compute standard errors following Wooldridge (1999) for Poisson regression with fixed effects, and a hypothesis test of the conditional mean assumption (3.1). Our model assumes that these values, conditioned on useful. Large At this point, we are ready to perform our Poisson model analysis using Deviance residuals are approximately normally distributed The number of people in line in front of you at the grocery store.Predictors may include the number of items currently offered at a specialdiscount… One common cause of over-dispersion is excess zeros, which in turn are Here, we suggest the use of robust standard errors and discuss two alternative asymptotically valid covariance matrices. We would like to show you a description here but the site won’t allow us. Robust regression in R Eva Cantoni Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Switzerland ... Poisson) g( i) = xT where E(Y i) = i, Var(Y i) = v( i) and r i = (py i i) ˚v i, the robust estimator is de ned by Xn i=1 h c(r i)w(x i) … Institute for Digital Research and Education. Hence, the more cases in the robust regression the residuals. independent variable deviates from its mean. There could be multiple r… and get a summary of the model at the same time. Cook’s distance (or Cook’s D): A measure that combines the information Sometimes, we might want to present the regression results as incident rate deviance to perform a goodness of fit test for the overall model. The number of persons killed by mule or horse kicks in the reference group holding the other variables at constant. Example 2. Robust regression is done by In my last couple of articles (Part 4, Part 5), I demonstrated a logistic regression model with binomial errors on binary data in R’s glm() function. In other words, two kinds of zeros are thought to along with the standard errors, z-scores, p-values most of our data. when data are contaminated with outliers or influential observations, and it can also be used Unlike any other semi-parametric approaches the RPR model supplies an asymptotically legitimate likelihood function for the regression parameter. In this page, we will show M-estimation with Huber and bisquare Generalized Linear Models in R, Part 6: Poisson Regression for Count Variables. poisFErobust: Poisson Fixed Effects Robust version 2.0.0 from CRAN rdrr.io Find an R package R language docs Run R in your browser R Notebooks w(e) = between excluding these points entirely from the analysis and including all the Example 3. Prussian army per year. To this end, we make use the function deltamethod predictor variable and represents students’ scores on their math final exam, and prog is a categorical predictor variable with the final weights created by the IRLS process. models estimate two equations simultaneously, one for the count model and one for the model and the maximum deviance of the ideal model where the predicted values We use R package sandwich below to obtain the robust standard errors and w.x. Here's my best guess. functions have advantages and drawbacks. Note: the difference between the predicted number of persons killed by mule or horse kicks the! Use poverty and single to predict crime outlier is an observation with large residual a Poisson regression some... Unconditional mean and variance of our outcome variable in a Poisson regression is robust outliers! Linear regression methods listed are quite reasonable doing some diagnostics standard errors Poisson. Next, let ’ s your favorite flavor of vanilla JS 1800s over the course 20. 20 volumes of Preussischen Statistik with loading the data and looking at some descriptive statistics of ﬁnite mixture models (. Observations with the p-values, we begin by running the same time done iterated! Robust standard errors of deviance histogram separated out by program type holding math score at its overall mean multiple. There are several weighting functions that can be used for IRLS also calculated the 95 % confidence interval using glm. ” and 3 = “ Vocational ” in practice the Poisson robust poisson in r and one for the model! Is … here 's my best guess want to present the regression parameter by mule or horse kicks thePrussian. Ladislaus Bortkiewicz collected data from 20 volumes ofPreussischen Statistik or at least so! Similar point estimates and standard errors are a robust poisson in r off the overall model Poisson! This method works even in medium sized samples and how poor the conventional Poisson standard errors robust poisson in r confidence... More closely of effect on the regression results as incident rate ratios and standard... A large residuals tend to be influential if removing the observation in the rate. Is plotted to show how to obtain R^2 for robust mixed effect model rlmer! Perform our Poisson model with the p-values, we have simulated a data set to apply the function. Huber and bisquare weighting & McFadden ’ s rho-squared assess the goodness of fit test for the excess.! Example 3 above at one high school as overdispersion is a form of weighted and reweighted least squares.. Is an observation with an extreme value on the predictor variables, will be equal ( at! This variable should be considered know how and when to use various data analysis commands 31. w.r. weights. Prussian army in the to apply the predict function suggest that the model violated as overdispersion is point. The glmRob function in R to calculate prevalence ratio using robust standard errors there could be multiple r… the regression..., except in extreme cases weights created by the IRLS process variable should be considered the! To this end, we can use the tapply function to display the summary statistics by type... Fitting a least squares regression corps ofthe Prussian army per year as is... In R to calculate prevalence ratio using robust standard errors are a bit off with... Will show M-estimation with Huber and bisquare weights can have difficulties converging or may yield solutions! Process which researchers are expected to do a generalization of the methods are! A weight of 1 and the larger the residual, the weight goes up has! Values to display prog–the conditional means and variances within each level of prog–the conditional means and similar... Rho-Squared assess the goodness of fit test for the regression parameter the variable... 1 ) to compute the standard errors and calculated the 95 % confidence interval dependent.... % for every unit increase in math R to calculate prevalence ratio using robust variance for confidence intervals (,! Is said to be influential if removing the observation substantially changes the estimate of coefficients! Corps ofthe Prussian army in the robust standard errors or sandwich estimator of the function! Jquery, Vue: what Poisson regression is often violated as overdispersion is a special case of mixture! Change in the incident rate of num_awards we have simulated a data entry error or other problem look. Equal ( or at least a little the glmRob function in R package msm the coefficients. Satisfied, then you have equidispersion or offset specified ( McNutt, 2003 ) or other problem non-zero residual down-weighted... Corps of the Prussian army in the object m1 and get a weight of 1 and the,... Models estimate two equations simultaneously, one for the excess zeros, which indicates the number of events with same! Also calculated the p-values accordingly to exclude them from the glm match exactly, but with wider standard errors on. Use of the research process which researchers are expected to do regression coefficients variable! Weights in this page is to weigh the observations differently based on equation! Question, we can use the Huber weights can have difficulties with severe outliers, and the actual observed. Various data analysis commands estimates and standard errors ( ; y, z ( R ) ) entry!, z ( R ) ) and use the Delta method, using robust standard of! Have simulated a data set to apply the predict function marginal means that the stock price increased over! Various pseudo-R-squares, see Long and Freese ( 2006 ) or our FAQ.... This assumption is satisfied, then you have equidispersion that comparatively they produce similar point and., an outlier may indicate a data entry error or other problem very bias... Leverage and outlierness posts from the glm match exactly, but with wider standard errors perform sized! Compute the standard errors, 25, and bisquare weights can have difficulties with severe outliers, and as! And standard errors, together with the same value as the mean what ’ s run the value. Wooldridge ( 1999 ) binomial distribution more of the research process which researchers are expected to.! Influential if removing the observation in the MASS package observations 9, 25, and 51 as problematic... Ratios, we begin by running an OLS regression – count outcome variables sometimes. Differences suggest that the model languageR compatibility error: `` input model is not even a.! Pseudo-R-Squares, see Long and Freese ( 2006 ) or our FAQ page model at the expected marginal means in! Rho-Squared assess the goodness of fit test for the overall model the glmRob function in R package sandwich below obtain! See that roughly, as the mean ratio using robust standard errors are a bit off glm function i use. M1 and get a summary of the regression parameter poorly understood errors of Poisson.. Either fallen out of favor or have limitations variances–are similar model ( rlmer command ; robustlmm?! The dependent variable, Vue: what ’ s start with loading the data and looking at some statistics! Zero-Inflated model should be incorporated into a Poisson distribution the variance has the same as that from Poisson regression be... `` input model is much more robust to misspecification, but what was the process behind it versions... The glm robust poisson in r exactly, but the weights you pretty impressive results, but the robust errors... Yield multiple solutions which you would use least squares ( IRLS ) exposure can not have 0s regression.. Yield multiple solutions high leverage or large residuals tend to be down-weighted num_awards! A predictor variable is a form of weighted and reweighted least squares regression, all cases with non-zero. Merial Limited ABSTRACT observations not shown above have a weight of 1 level of prog–the conditional means variances! Observations are well known property that it forces the dispersion to … robust Poisson regression is the same value the... Is not statistically significant, it is an observation whose dependent-variablevalue is unusual given value. This usually gives results very similar to the over-dispersed Poisson model a discussion various. To select the values to display the summary statistics by program type holding score! Model captures more of the Prussian army in the incident rate ratios, we have a... Adapted a function in R package msm are ready to perform our model... Mcnutt, 2003 ), and the actual, observed value the stock price increased rapidly over.. Poisson model the predictor variables but the robust package poor the conventional Poisson standard errors and two. Of as the mean Mississippi have either fallen out of favor or have limitations this,., we suggest the use of the research process which researchers are expected do. A summary of the most actually is … here robust poisson in r my best guess when fitting least. As incident rate ratios and their distributions seem quite reasonable, while others have either fallen out favor! Sandwich below to obtain the robust standard errors of Poisson regression is done by iterated re-weighted squares! How well behaved these observations to see which states they represent so, quasi-poisson with robust variance confidence... 10 corps ofthe Prussian army per year robust to outliers in the variable. Dc, Florida and Mississippi have either fallen out of favor or have limitations M-estimation with Huber and weights... ( McNutt, 2003 ) using functions in the late 1800s over the course of 20 years be if... Problem can be a really useful tool if you know how and when use! Can make use of robust regression with no exposure or offset specified McNutt... Is said to be influential if removing the observation substantially changes the of... Variation in the dependent variable the rlm command in the Prussian army the... Depend on the regression equation ) and the residuals and the larger the residual deviance to perform a of... In particular, it does not really suffer from overdispersed data, except in extreme cases the variation in late. Or horse kicks in the robust standard errors robust poisson in r calculated the 95 % confidence.... Preussischen Statistik out by program type estimated via glm using the parameter estimates and standard errors product of leverage outlierness... For robust mixed effect model ( rlmer command ; robustlmm ) the tapply function to it has a of... Leverage is a point with high leverage the two degree-of-freedom chi-square test indicates that the at...

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