[R] GLM / Logistic Regression Problem

[Bert Gunter]

Please read the Help for predict.glm carefully to make sure you are
not confusing predicted response on the linear scale (log odds) with
that on the probability scale.

The warning is just that: a warning. It means that you have fitted
PROBABILITIES on the boundary, which might compromise the iterative
fitting algorithm and inference thereon. Ergo: examine this carefully
before bithely proceeding.

-- Bert

On Wed, Mar 2, 2011 at 8:10 AM,  <patsko at gmx.de> wrote:
> Hi there,
>
> I am encountering a problem with the GLM tool performing logistic regression. After computing a warning appears, saying “glm.fit: fitted probabilities numerically 0 or 1 occurred”. A prediction of new values confirms the problem as the model does not produce regular probability estimates but values which are way higher than 1 and lower than 0 in many cases.
> I have tried both methods setting the family=binomial and family=binomial(“logit”) so this can’t be the reason that causes the error.
>
> As an alternative solution I have considered to resort to the Logistic tool from the RWeka package. The manual says that it exists for building multinomial logistic regression models. I can’t image it would be a problem but can anyone confirm that it indeed is possible to use the algorithm for also computing binary models?!
>
> Best regards
>
> Patrick
> --
> Schon gehört? GMX hat einen genialen Phishing-Filter in die
>
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-- 
Bert Gunter
Genentech Nonclinical Biostatistics