[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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