[R] Error using glm with poisson family and identity link
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Nov 25 16:41:54 CET 2004
On Thu, 25 Nov 2004, Federico Gherardini wrote:
> Hi all
> I'm trying to use the function glm from the MASS package to do the following
It's in the stats package.
> 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
> In addition: Warning message:
> NaNs produced in: log(x)
And did you follow the advice in the error message?
> 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?
We don't have your data, but it is plausible.
> 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?
Well, I believe functions should do what they say on the box (and the help
page), and not what some user hopes they might do by mind-reading.
You do have a suitable set of starting values from the second fit, so why
not just follow the rather explicit advice?
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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