[Rd] vcov and survival
Therneau, Terry M., Ph.D.
therneau at mayo.edu
Thu Sep 14 18:07:27 CEST 2017
On 09/14/2017 08:46 AM, Fox, John wrote:
> Dear Martin,
>
> I made three points which likely got lost because of the way I presented them:
>
> (1) Singularity is an unusual situation and should be made more prominent. It typically reflects a problem with the data or the specification of the model. That's not to say that it*never* makes sense to allow singular fits (as in the situations you mentions).
In my medical work singularity is far from unusual. It often results from imbalance in a
covariate, e.g., there are 4 pathological stages but one of them turns out to be rare.
>
> I'd favour setting singular.ok=FALSE as the default, but in the absence of that a warning or at least a note. A compromise would be to have a singular.ok option() that would be FALSE out of the box.
Originally the lm() default was singular.ok=FALSE. It was a major pain in the ass and
there was widespread unhappiness. Enough so that Splus changed it. (And they were not
always very responsive to the users, so it took a lot of unrest.) Another early default
was na.fail, based on similar logic that "missings are unusual and should require an
explicit response". Don't repeat these mistakes.
Terry T.
>
> Any changes would have to be made very carefully so as not to create chaos. That goes for the points below as well.
>
> (2) coef() and vcov() behave inconsistently, which can be problematic because one often uses them together in code.
>
> (3) As you noticed in your second message, lm() has a singular.ok argument and glm() doesn't.
>
> I'll take a look at the code for glm() with an eye towards creating a patch, but I'm a bit reluctant to mess with the code for something as important as glm().
>
> Best,
> John
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