[R] glm.nb() giving strongly different results

Bill.Venables at csiro.au Bill.Venables at csiro.au
Wed Mar 25 04:36:33 CET 2009

>From what you tell us it is impossible even to see if there is a problem, let alone what it might be if there is one.  There are all kinds of reasons why intercepts may change and it is only unexpected if you do not fully understand what the intercept parameter really is.  For example, if you change a predictor variable to have a different centre, x -> x-c, you will not change the regression coefficient with respect to x, but by varying c you can make the intercept anything you like.  Literally.  Anything.  And this is nothing whatever to do with glm.nb, it applies equally to glm, lm, aov, ...

I can console you on one point, though.  glm.nb does not use a stochastic algorithm, and so no random numbers are involved.  So unless you are generating fake data, the random number generator should play no part.

Bill Venables

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of David Croll
Sent: Wednesday, 25 March 2009 12:36 PM
To: r-help at r-project.org
Subject: [R] glm.nb() giving strongly different results

Dear colleagues,

I have performed several dozens of glm.nb(response ~ variable) analyses 
weeks ago, and when I looked through the results today I saw that many 
of the results have quite different intercept values despite the 
response part remained the same.

I'm quite sure I did same kind of analysis when the intercept values 
were around consistently around 2.2 and when they were above 3. When I 
repeated the analyses today, the intercept values were normal, they were 
between 2.1 to 2.3 instead of being above 3. I'm standing in front of a 
puzzle... they surely aren't glm() results, for they would give 
intercept values well above 9.

Is there anything like a set.seed() thing that could have changed some 
properties inside R? On a second look, I discovered that the init.theta 
value is much lower in those analyses I have to perform again.

Does anybody have a clue to this problem? It isn't that important that I 
have an answer (because I simply have to repeat the analyses), but still...


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