[Rd] new TR about when MLE exist in GLM and what to do if not

Charles Geyer charlie at stat.umn.edu
Mon Sep 29 23:56:23 CEST 2008

This is just to alert the list about a new technical report


that shows how to determine, using exact infinite-precision rational arithmetic
when the MLE exists in a GLM (or for that matter in any exponential family,
such as aster models -- contributed package aster) and what to do when it
does not.

This suggests many changes to glm, glm.fit, predict.glm, and anova.glm.
Before any such changes could be implemented, the contributed package
rcdd would need to be made recommended, which in turn would require that
it be made available on Macintosh (the problem is getting the GNU bignum
package GMP to compile with gcc, shouldn't be hard, but apparently is on
Macs, but Jan de Leeuw has done it, so it's not impossible).

The tech report shows how correct data analysis is done in GLMs when
the MLE doesn't exist.  I haven't thought about how this could be worked
into the glm suite of functions, but it clearly could be done.  I would
be glad to help out any way I can if the core team think this should be done.
Charles Geyer
Professor, School of Statistics
University of Minnesota
charlie at stat.umn.edu

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