Dear Gavin, Gad and all,

Thank you very much for the reply!

Indeed my problem resembles Gavin's previously encountered one, and the
suggested method of package brglm() and profilemodel() seems solve the
problem right on target.

Right now I get stabilized AIC and realistic prediction, I'll check the
model more and get back to you.

Thanks a lot!

Best Regards,
Maggie

------------------------------
Haitian Wang
PhD Student in Statistics
ISOM Department, HKUST, Hong Kong



On Fri, Mar 20, 2009 at 4:44 PM, Gavin Simpson <gavin.simpson@ucl.ac.uk>wrote:

> On Fri, 2009-03-20 at 12:39 +1100, Gad Abraham wrote:
> > Maggie Wang wrote:
> > > Hi, Dieter, Gad, and all,
> > >
> > > Thank you very much for your reply!
> > >
> > > So here is my data,  you can copy it into a file names "sample.txt"
> >
> > Hi Maggie,
> >
> > With this data (allowing for more iterations) I get:
> >
> > > lr <- glm(fo, family=binomial(link=logit), data=matrix,
> > control=glm.control(maxit=100))
> > Warning message:
> > In glm.fit(x = X, y = Y, weights = weights, start = start, etastart =
> > etastart,  :
> >    fitted probabilities numerically 0 or 1 occurred
> >
> > which indicates, as Thomas has said, perfect separation, which occurs
> > because you're trying to fit too many variables with not enough data.
>
> It is worth mentioning that, in and of itself, that warning does not
> necessarily indicate a separation issue - something I was unsure about
> recently. You can get that warning (and I did for several data sets in a
> recent problem I enquired on the list about) where the fitted values
> really do become numerically 0 or 1 without separation.
>
> For example, see this response to my original question on the list:
>
> http://article.gmane.org/gmane.comp.lang.r.general/134472/
>
> There Ioannis Kosmidis presents a number of ways to investigate the
> results of a logit model fit for such issues.
>
> G
>
> >
> > Cheers,
> > Gad
> >
> --
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