[R] glm and lrm disagree with zero table cells

Eric Rescorla ekr at rtfm.com
Thu Oct 24 20:59:58 CEST 2002


Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> writes:
> Eric Rescorla <ekr at rtfm.com> writes:
> >        Obs  Max Deriv Model L.R.       d.f.          P          C        Dxy 
> >        326      0.002       8.13          3     0.0435      0.624      0.248 
> >      Gamma      Tau-a         R2      Brier 
> >      0.383      0.049      0.049      0.096 
> > 
> >                       Coef   S.E.    Wald Z P     
> > Intercept             -2.783  0.4207 -6.62  0.0000
> > DEF=WHITE             -5.490 20.8691 -0.26  0.7925
> > VIC=WHITE              1.230  0.5358  2.29  0.0217
> > DEF=WHITE * VIC=WHITE  5.105 20.8732  0.24  0.8068
> 
> These are *not* extremely different! In fact, they are essentially
> equivalent. The maximum likelihood estimates of the 2nd and 4th
> coefficients are theoretically infinite, and it is only a matter of
> when the two routines decide to stop the iterations.
Ah. That's the part I didn't understand. Thanks.

> [And where did lrm() come from? It's not in the standard packages, and
> I'm not going to wade through 150+ CRAN packages to locate it...] 
My bad. It's from Frank Harell's Design library.

Thanks again,
-Ekr

-- 
[Eric Rescorla                                   ekr at rtfm.com]
                http://www.rtfm.com/
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