[R] binomial glm warnings revisited

Tord Snall tord.snall at ebc.uu.se
Wed Oct 8 17:47:24 CEST 2003


Dear all,

Last autumn there was some discussion on the list of the warning
Warning message: 
fitted probabilities numerically 0 or 1 occurred in: (if
(is.empty.model(mt)) glm.fit.null else glm.fit)(x = X, y = Y,  

when fitting binomial GLMs with many 0 and few 1.

Parts of replies:
"You should be able to tell which coefficients are infinite -- the
coefficients and their standard errors will be large. When this happens the
standard errors and the p-values reported by summary.glm() for those
variables are useless."
"My guess is that the deviances and coefficients are entirely ok. I'd
expect that problems in the general area that Thomas mentions to reveal
themselves as a failure to converge."

I have this problem with my data. In a GLM, I have 269 zeroes and only 1 one:

summary(dbh)
Coefficients:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)   0.1659     3.8781   0.043    0.966
dbh          -0.5872     0.5320  -1.104    0.270

> drop1(dbh, test = "Chisq")
Single term deletions
Model:
MPext ~ dbh
       Df Deviance     AIC     LRT Pr(Chi)  
<none>      9.9168 13.9168                  
dbh     1  13.1931 15.1931  3.2763 0.07029 .

I now wonder, is the drop1() function output 'reliable'?

If so, is then the estimates from MASS confint() also 'reliable'? It gives
the same warning.

Waiting for profiling to be done...
                2.5 %      97.5 %
(Intercept) -6.503472 -0.77470556
abund       -1.962549 -0.07496205
There were 20 warnings (use warnings() to see them)


Thanks in advance for your reply.


Sincerely,
Tord




-----------------------------------------------------------------------
Tord Snäll
Avd. f växtekologi, Evolutionsbiologiskt centrum, Uppsala universitet
Dept. of Plant Ecology, Evolutionary Biology Centre, Uppsala University
Villavägen 14			
SE-752 36 Uppsala, Sweden
Tel: 018-471 28 82 (int +46 18 471 28 82) (work)
Tel: 018-25 71 33 (int +46 18 25 71 33) (home)
Fax: 018-55 34 19 (int +46 18 55 34 19) (work)
E-mail: Tord.Snall at ebc.uu.se
Check this: http://www.vaxtbio.uu.se/resfold/snall.htm!




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