[R] Consistency of Logistic Regression
bbolker at gmail.com
Thu Nov 11 20:51:30 CET 2010
Albyn Jones <jones <at> reed.edu> writes:
> do you have factors (categorical variables) in the model? it could be
> just a parameterization difference.
> 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?
As previous posters said. Specifically:
* a huge change in the intercept is very unlikely to be caused by
a change in underlying algorithm unless the data are pathological
(separation, convergence issues, etc.)
* R's default 'intercept' is the value of the first factor
level; SAS's is the value of the last factor level. See ?contr.SAS ...
More information about the R-help