[R-sig-ME] working around glm.fit: "fitted probabilities numerically 0 or 1 occurred"

[Chris Howden]

Jack this could be occurring due to separation. Which is when a
predictor perfectly separates your response into 1's or 0's.

U can check for this by running some tables, perhaps guided by
removing predictors form your model until u no longer receive the
message. The last predictor removed is then perhaps causing
separation.

Next think about what this means. We do this analysis to understand
what predictors are related to an event. Well if the event either
always occurs or never occurs for some values of a predictor than
maybe I don't need an analysis to tell me what's going on?  When I get
this I often find I can simply remove the predictor from the model,
but comment on its effect in my discussion.

Or if I am doing predictive modelling than I use a 2 stage model, that
predicts using a predictor *response table and the a logistic
regression for those cells that don't have prob 0 or 1.

Chris Howden
Founding Partner
Tricky Solutions
Tricky Solutions 4 Tricky Problems
Evidence Based Strategic Development, IP Commercialisation and
Innovation, Data Analysis, Modelling and Training

(mobile) 0410 689 945
(fax / office)
chris at trickysolutions.com.au

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On 24/08/2012, at 1:40, Jack Tanner <ihok at hotmail.com> wrote:

> I'm using lme4 0.999999-0 to fit some 0/1 response data with a logistic regression and I get glm.fit: "fitted probabilities numerically 0 or 1 occurred". I've read Ted Harding's explanation <http://r.789695.n4.nabble.com/glm-fit-quot-fitted-probabilities-numerically-0-or-1-occurred-quot-td849242.html>, but I still don't know how to work around this.
>
> More specifically, this is a Rasch-style model. When I fit a smaller model that has only effects (intercepts), not covariates, glmer() converges fine. When I add a matrix of covariates, which are mainly low-frequency counts (lots of zeros), I get "fitted probabilities numerically 0 or 1 occurred". I can fit the model including covariates under JAGS, but I was hoping to be able to fit it under lmer because MCMC can be very slow.
>
> Perhaps there are some ways I could reparametrize the model?
>
> Another idea is that calling glmer(..., verbose=TRUE) gives the error on the very first iteration, i.e.,
>  0:           nan: 0.180462 0.0723839 ...
> Warning messages:
> 1: glm.fit: fitted probabilities numerically 0 or 1 occurred
> 2: In mer_finalize(ans) : gr cannot be computed at initial par (65)
>
> Would it be worth trying to specify good starting values? If so, is there a way to extract estimates from an object of class mer that can be easily passed to glmer(..., start=...)?
>
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