[R] Consistency of Logistic Regression

Erik Iverson eriki at ccbr.umn.edu
Thu Nov 11 19:40:15 CET 2010


Is the algorithm converging? Is there separation (i.e.,
perfect predictor) in the model?
Are you getting a warning about fitted probabilities of
0 or 1?, etc.

We would need much more information (preferably a reproducible
example) before we can help.

Benjamin Godlove wrote:
> Dear R developers,
> 
> I have noticed a discrepancy between the coefficients returned by R's glm()
> for logistic regression and SAS's PROC LOGISTIC.  I am using dist = binomial
> and link = logit for both R and SAS.  I believe R uses IRLS whereas SAS uses
> Fisher's scoring, but the difference is something like 100 SE on the
> intercept.  What accounts for such a huge difference?
> 
> Thank you for your time.
> 
> Ben Godlove
> 
> 	[[alternative HTML version deleted]]
> 
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