[R] binomial GLM quasi separation

lincoln miseno77 at hotmail.com
Thu Oct 13 16:36:20 CEST 2011


Hi all,

I have run a (glm) analysis where the dependent variable is the gender
(family=binomial) and the predictors are percentages.
I get a warning saying "fitted probabilities numerically 0 or 1 occurred"
that is indicating that quasi-separation or separation is occurring.
This makes sense given that one of these predictors have a very influential
effect that is depending on a specific threshold separating these effects,
in other words in my analysis one of these variables predicts males about
the 80% of times when its values are less or equal to zero and females about
the 80% when its values are greater than zero.
I have been looking at other posts about this but I haven’t understood how I
should act when the separation (or quasi separation) is not a statistical
artifact but it is something real.
As suggested in 
http://r.789695.n4.nabble.com/OT-quasi-separation-in-a-logistic-GLM-td875726.html#a3850331
http://r.789695.n4.nabble.com/OT-quasi-separation-in-a-logistic-GLM-td875726.html#a3850331 
(the last post is mine) I tried to use brglm procedure that uses a penalized
maximum likelihood but it made no difference. 

What would you do if you were in my shoes?
Thanks in advance for any help.

Simone


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