[R] glm: quasi models with logit link function and binary data

[Hong Ooi]

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Hm, I should have checked what would happen with binary data and not just continuous. Using glm with quasi(var="mu(1-mu)", link=logit) indeed fails with NAs/NaNs when y is binary.

-- 
Hong Ooi
Senior Research Analyst, IAG Limited
388 George St, Sydney NSW 2000
(02) 9292 1566

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Sundar Dorai-Raj
Sent: Monday, 28 November 2005 11:20 PM
To: Björn Stollenwerk
Cc: R-help at stat.math.ethz.ch
Subject: Re: [R] glm: quasi models with logit link function and binary data


This is an issue with the starting values provided to glm. Take a look 
at the difference between:

quasibinomial()$initialize

and

quasi("logit")$initialize

and where this is used in glm.fit and you should see the why the error 
occurs. To avoid this, you can supply your own starting values from a 
call to glm

mustart <- predict(glm(y ~ 1, binomial), type = "response")
glm(y ~ 1, quasi("logit"), mustart = mustart)

or just use:

glm(y ~ 1, quasi("logit"), mustart = rep(0.5, length(y)))

HTH,

--sundar

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