[R] Error using glm with poisson family and identity link

Federico Gherardini f.gherardini at pigrecodata.net
Thu Nov 25 14:00:49 CET 2004

Hi all
I'm trying to use the function glm from the MASS package to do the 
following fit.

fit <- glm(FP ~ rand, data = tab, family = poisson(link = "identity"), 
subset = rand >= 1)
(FP is >= 0)

but I get the following error

Error: no valid set of coefficients has been found:please supply 
starting values
In addition: Warning message:
NaNs produced in: log(x)

in contrast if I fit a model without intercept

fit <- glm(FP ~ rand - 1, data = tab, family = poisson(link = 
"identity"), subset = rand >= 1)

everything goes fine.
Now my guess is that the points "naturally" have a negative intercept so 
the error is produced because I'm using the poisson distribution for the 
y and negative values are of course not admitted. Am I right?
Also if this is the cause, shouldn't the function always try to do the 
best fit given the parameters? I mean shouldn't it fit a model with 
intercept 0 anyway and report it as a bad fit?



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