[R] Negative intercept in glm poisson model

From: Federico Gherardini <f.gherardini_at_pigrecodata.net>
Date: Wed 02 Mar 2005 - 01:10:35 EST


Dear list,
I'm trying to fit a glm model using family=poisson(link = "identity"). The problem is that the glm function fits a model with a negative intercept, which sounds like a nonsense to me, being the response a Poisson variable.
>From a previous discussion on this list I've understood that the glm function
uses IRLS for the fitting without any constraint so it is possible for it to end up in a region of values which are not admissible given the model, and in fact sometimes it fails asking for valid starting values. In this case I expected it to fail asking to supply starting values, and instead it fits the model just nice with this negative intercept. What am I missing?

Thanks,
Cheers
Federico



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