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

[Peter Dalgaard]

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

> Hi, Peter:     What do you do in such situations?     Sundar Dorai-Raj
> and I have extended "glm" concepts to models driven by a sum of k
> independent Poissons, with the a linear model for log(defectRate[i])
> for each source (i = 1:k).  To handle convergence problems, etc., I
> think we need to use informative Bayes, but we're not there yet.  In
> any context where things are done more than once [which covers most
> human activities], informative Bayes seems sensible.     A related
> question comes with data representing the differences between Poisson
> counts, e.g., with d[i] = X[i]-X[i-1] = the number of new defects
> added between steps i-1 and i in a manufacturing process.  Most of the
> time, d[i] is nonnegative.  However, in some cases, it can be
> negative, either because of metrology errors in X[i] or because of
> defect removal between steps i-1 and i.     Comments?

I haven't got all that much experience with it, but obviously, the
various algorithms for constrained optimization (box- or otherwise) at
least allow you to find a proper maximum likelihood estimator.


-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
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