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

[Peter Dalgaard]

Spencer Graves <spencer.graves at pdf.com> writes:

> Dear Federico:     Why do you use the "identity" link?  That can
> produce situations with an average of (-2) Poisson defects per unit,
> for example.  That's physical nonsense. 

So is _not_ using the identity link when the model is manifestly
additive on the identity scale. E.g. calibrating differential
spectrofluorometry with photon counters recording linear combinations
of intensities at different wavelengths.

I've bumped into similar situations before (binomial(link=identity), I
think it was then) and the glm.fit algorithm could use improvement in
dealing with the parameter constraints in these cases. With the
standard IRLS algorithm, if the maximum is on the boundary, you
basically hit a random point on the boundary and get stuck there with
a search direction pointing out of the valid region.
 
-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907