Re: [R] Negative intercept in glm poisson model

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Wed 02 Mar 2005 - 00:48:39 EST

Douglas Bates <bates@stat.wisc.edu> writes:

> Federico Gherardini wrote:
>
> > 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.
>
> Not really. The negative intercept is on the scale of the linear
> predictor. The expected response, which is the exponential of the
> linear predictor, is always positive.

Not when the link is "identity"...! However, in that case, sufficient extrapolation will always lead to negative values, unless the slope is exactly zero. Whether a negative value is a problem for the intercept depends on whether it corresponds to a relevant extrapolation of data.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907

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Received on Wed Mar 02 00:59:46 2005

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