[R] glm(family=binomial(link=logit))

[Robin Hankin]

Hi

I am trying to make glm() work to analyze a toy logit system.

I have a dataframe with x and y independent variables.  I have

L=1+x-y          (ie coefficients 1,1,-1)

then if I have a logit relation with L=log(p/(1-p)),
p=1/(1+exp(L)).

If I interpret "p" as the probability of  success in a Bernouilli
trial, and I can observe the result (0 for "no", 1 for "yes")
how do I retrieve the coefficients c(1,1,-1)
from the data?

n <- 300
des <- data.frame(x=(1:n)/n,y=sample(n)/n)   # experimental design
des <- cbind(des,L=1+des$x-des$y)            # L=1+x-y
des <- cbind(des,p=1/(1+exp(des$L)))         # p=1/(1+e^L)
des <- cbind(des,obs=rbinom(n,1,des$p))      # observation: prob of  
success = p.


My attempt is:

glm(obs~x+y,data=des,family=binomial(link="logit"))

But it does not retrieve the correct coefficients of c(1,1,-1) ;
I would expect a reasonably close answer with so much data.

What is the correct glm() call to perform my logit analysis?





--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743