Re: [R] Negative intercept in glm poisson model

From: Duncan Murdoch <>
Date: Wed 02 Mar 2005 - 01:21:31 EST

On Tue, 1 Mar 2005 15:10:35 +0100, Federico Gherardini <> wrote :

>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?

The problem isn't in the software, it's due to using an identity link with a model that does not allow a negative mean. Suppose glm() constrained the intercept to be positive, and you ended up fitting a positive slope: then you would still get negative predictions for sufficiently large negative values of the predictor variables.

Duncan Murdoch mailing list PLEASE do read the posting guide! Received on Wed Mar 02 01:49:27 2005

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