[R] Consistency of Logistic Regression

[Ben Bolker]

Albyn Jones <jones <at> reed.edu> writes:

> 
> 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?


  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 ...