[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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