[R] alternative to logistic regression
rkoenker at uiuc.edu
Fri Nov 16 18:12:10 CET 2007
Perhaps I could just add that my experience with step halving in glm --
fitting models with somewhat non-standard links for binary response
[as reported in Rnews: http://cran.r-project.org/doc/Rnews/
was excellent. Once some scaling issues for the links were resolved,
no problems whatsoever with the glm fitting.
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Nov 16, 2007, at 10:50 AM, Prof Brian Ripley wrote:
> On Fri, 16 Nov 2007, Terry Therneau wrote:
>> Brian Ripley wrote
>> "Hmm ... I think you are generalizing from another R-like system."
>> Actually no, I was reading R source code that has no comments,
>> and assumed
>> incorrectly that 1. the variable "okLinks" was the list of allowed
>> links and
>> that 2. the error message further in the code
>> "... available links are 'logit', 'probit', 'cloglog',
>> 'cauchit', 'log'
>> was accurate.
> It is: those are the available unquoted names. That error message
> not actually occur in the code: it is constructed at run time, and
> is only
> used unquoted link names. So if I do
>> identity <- NULL
> Error in binomial(identity) :
> link "identity" not available for binomial family; available
> links are
> .logit., .probit., .cloglog., .cauchit., .log.
> I get left and right directional quotes which my mailer does not know
> about and has substituted dots. Those are not character strings,
> and we
> try to make them typographically distinct (and never use single
> quotes to
> mean a character string).
>> Nevertheless, I should have tested my suggestion more thoroughly
>> before I
>> posted it. The step halving that I now see in glm.fit is a
>> welcome addition,
>> but does not completely abrogate the fitting issues that can arise.
> It does mean that the comments about NA log-likelihoods were wrong.
>> Terry T.
> 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)
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