[R] glm's for a logistic regression - no warnings?
Xochitl CORMON
Xochitl.Cormon at ifremer.fr
Tue Oct 1 17:34:18 CEST 2013
<>< <>< <>< <><
Xochitl CORMON
Le 01/10/2013 17:29, Dimitri Liakhovitski a écrit :
> Thank you very much, Bert - it's very helpful.
> This post says that R issues a warning:
>
> Warning message:
> *glm.fit: fitted probabilities numerically 0 or 1 occurred
> *
Actually the warning message should be something like:
glm.fit: algorithm did not converge
The fist warning is not fatal contrary to the second one..
(https://stat.ethz.ch/pipermail/r-help/2012-March/307352.html)
> However, in my case there is no warning. How could I detect complete
> separation in my data? I need to be able to flag it in my function.
As said use the separation dectection function: separation.detection{brglm}
> Thank you very much!
> Dimitri
>
>
>
> On Tue, Oct 1, 2013 at 10:52 AM, Xochitl CORMON
> <Xochitl.Cormon at ifremer.fr <mailto:Xochitl.Cormon at ifremer.fr>> wrote:
>
> Hi,
>
> I did have warning messages about convergence issues using binomial
> GLM with logit link with my data in the past....
>
> Do you detect separation using the function separation.detection{brglm}?
>
> Regards,
>
> Xochitl C.
>
>
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>
> Xochitl CORMON
> +33 (0)3 21 99 56 84 <tel:%2B33%20%280%293%2021%2099%2056%2084>
>
> Doctorante en sciences halieutiques
> PhD student in fishery sciences
>
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>
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>
> Le 01/10/2013 16:41, Dimitri Liakhovitski a écrit :
>
> I have this weird data set with 2 predictors and one dependent
> variable -
> attached.
>
> predictor1 has all zeros except for one 1.
> I am runnning a simple logistic regression:
>
> temp<-read.csv("x data for reg224.csv")
> myreg<- glm(dv~predictor1+predictor2,__data=temp,
> family=binomial("logit"))
> myreg$coef2
>
> Everything runs fine and I get the coefficients - and the fact
> that there
> is only one 1 on one of the predictors doesn't seem to cause any
> problems.
>
> However, when I run the same regression in SAS, I get warnings:
> Model Convergence Status Quasi-complete separation of data
> points
> detected.
>
> Warning: The maximum likelihood estimate may not exist.
> Warning: The LOGISTIC procedure continues in spite of the above
> warning.
> Results shown are based on the last maximum likelihood
> iteration. Validity
> of the model fit is questionable.
>
> And the coefficients SAS produces are quite different from mine.
>
> I know I'll probably get screamed at because it's not a pure R
> question -
> but any idea why R is not giving me any warnings in such a
> situation?
> Does it have no problems with ML estimation in this case?
>
> Thanks a lot!
>
>
>
>
>
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>
> --
> Dimitri Liakhovitski
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