On Mon, Nov 26, 2012 at 5:33 AM, Florian Weiler <fweiler08@jhubc.it> wrote:

> Dear all,
>
> I am using the book "Generalized Linera Models and Extension" by Hardin and
> Hilbe (second edition, 2007) at the moment. The authors suggest that
> instead of OLS models, "the log link is generally used for response data
> that take only positive values on the continuous scale".


<snip>

> specifying *family=gaussian(link="log") *I
> am asked to provide starting values. When I set them all equal to zero, I
> always get the message that the algorithm did not converge. Picking other
> values the message is sometimes the same, but more often I get:
> *
> *
> *Error in glm.fit(x = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,  :
> *
> *  NA/NaN/Inf in 'x' *
> *
> *
> As I said, in STATA I can run these models without setting starting values
> and without errors. I tried many different models, and different datasets,
>

And yet you've failed to provide even one of them together with your code
as a reproducible example ...

# This works without starting values:
set.seed(2341)
x <- rep(1:10,3) ; y <- jitter(rpois(30,5+x))
plot(x,y)
(gausslog <- glm(y~x,family=gaussian(link='log')))
exp(coef(gausslog))

# This works only with starting values
set.seed(2341)
x <- rep(1:10,3) ; y <- jitter(rpois(30,x))
plot(x,y) ; summary(y)  # yes,yes, some y <0, just trying to reproduce the
error...
(gausslog <- glm(y~x,family=gaussian(link='log')))
(gausslog <- glm(y~x,family=gaussian(link='log'),start=c(0,0)))

# also
set.seed(2341)
x <- rep(1:10,3) ; y <- rnorm(30,0+0.1*x)
plot(x,y) ; summary(y)
(gausslog <- glm(y~x,family=gaussian(link='log'),start=c(0,0)))

So really this is a non issue without the offending data set and code.

but the problem is always the same (unless I only include one single
> independent variable).


Oh, more information... way to build up the suspense

set.seed(2341)
x <- rep(1:10,3) ; xx <- rep(seq(20,50,l=5),6) ; y <- rnorm(30,5+3*x-2*xx)
(gausslog <- glm(y~x+xx,family=gaussian(link='log'),start=c(0,0,0)))

No joy. Still fits.


> Could anyone tell me why this is the case, or what I
> do wrong,


No


> or why the suggested models from the book might not be
> appropriate? I'd appreciate any help!
>
> Personally I don't care for reproducing some results from STATA and have
no comment on the validity of the above but maybe someone in the list would
have a better answer if you repost.





> Best,
> Florian
>
>
Also this:

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>
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