From: Ted Harding <Ted.Harding_at_nessie.mcc.ac.uk>

Date: Sat 02 Jul 2005 - 20:00:56 EST

E-Mail: (Ted Harding) <Ted.Harding@nessie.mcc.ac.uk> Fax-to-email: +44 (0)870 094 0861

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 02 20:18:41 2005

Date: Sat 02 Jul 2005 - 20:00:56 EST

On 02-Jul-05 Kerry Bush wrote:

> I have a very simple problem. When using glm to fit

*> binary logistic regression model, sometimes I receive
**> the following warning:
**>
**> Warning messages:
**> 1: fitted probabilities numerically 0 or 1 occurred
**> in: glm.fit(x = X, y = Y, weights = weights, start =
**> start, etastart = etastart,
**> 2: fitted probabilities numerically 0 or 1 occurred
**> in: glm.fit(x = X, y = Y, weights = weights, start =
**> start, etastart = etastart,
**>
**> What does this output tell me? Since I only have 30
**> observations, i assume this is a small sample problem.
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logit(P(Y=1;x)) = (x - mu)/sigma

then sigma is the scale parameter in question.

As sigma -> 0, P(Y=1;x) -> 0 for x < mu, and -> 1 for x > mu.

So it's not a disaster -- in model-fitting terms, it is a resounding success!

> Is it possible to fit this model in R with only 30

*> observations? Could any expert provide suggestions to
**> avoid the warning?
*

Yes! As Spencer showed, it is possible with 3 -- but of course it depends on the outcomes y.

E-Mail: (Ted Harding) <Ted.Harding@nessie.mcc.ac.uk> Fax-to-email: +44 (0)870 094 0861

Date: 02-Jul-05 Time: 10:45:04 ------------------------------ XFMail ------------------------------ ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 02 20:18:41 2005

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