[R] logistic regression - glm.fit: fitted probabilities numerically 0 or 1 occurred

[peter dalgaard]

On Dec 1, 2011, at 18:54 , Ben quant wrote:

> Sorry if this is a duplicate: This is a re-post because the pdf's mentioned
> below did not go through.

Still not there. Sometimes it's because your mailer doesn't label them with the appropriate mime-type (e.g. as application/octet-stream, which is "arbitrary binary"). Anyways, see below

[snip]
> 
> With the above data I do:
>>    l_logit = glm(y~x, data=as.data.frame(l_yx),
> family=binomial(link="logit"))
> Warning message:
> glm.fit: fitted probabilities numerically 0 or 1 occurred
> 
> Why am I getting this warning when I have data points of varying values for
> y=1 and y=0?  In other words, I don't think I have the linear separation
> issue discussed in one of the links I provided.

I bet that you do... You can get the warning without that effect (one of my own examples is  the probability of menarche in a data set that includes infants and old age pensioners), but not with a huge odds ratio as well. Take a look at 

d <- as.data.frame(l_yx) 
with(d, y[order(x)])

if it comes out as all zeros followed by all ones or vice versa, then you have the problem.


> 
> PS - Then I do this and I get a odds ratio a crazy size:
>>    l_sm = summary(l_logit) # coef pval is $coefficients[8], log odds
> $coefficients[2]
>>    l_exp_coef = exp(l_logit$coefficients)[2] # exponentiate the
> coeffcients
>>    l_exp_coef
>       x
> 3161.781
> 
> So for one unit increase in the predictor variable I get 3160.781%
> (3161.781 - 1 = 3160.781) increase in odds? That can't be correct either.
> How do I correct for this issue? (I tried multiplying the predictor
> variables by a constant and the odds ratio goes down, but the warning above
> still persists and shouldn't the odds ratio be predictor variable size
> independent?)


-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com