Re: [R] Negative intercept in glm poisson model

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

On Tue, 1 Mar 2005 15:10:35 +0100, Federico Gherardini <f.gherardini@pigrecodata.net> 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



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