[R] Consistency of Logistic Regression

Albyn Jones jones at reed.edu
Thu Nov 11 19:59:02 CET 2010


do you have factors (categorical variables) in the model?  it could be
just a parameterization difference.

albyn

On Thu, Nov 11, 2010 at 12:41:03PM -0500, 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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-- 
Albyn Jones
Reed College
jones at reed.edu



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