Re: [R] Negative intercept in glm poisson model

From: Douglas Bates <bates_at_stat.wisc.edu>
Date: Wed 02 Mar 2005 - 01:07:11 EST

Peter Dalgaard wrote:
> 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.
>

Yes, of course. Must learn not to post to a public list before the second cup of coffee.



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Mar 02 01:26:00 2005

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