From: Sung, Iyue <Iyue.Sung_at_lm.mmc.com>

Date: Wed 12 Oct 2005 - 03:06:21 EST

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 Wed Oct 12 03:10:47 2005

Date: Wed 12 Oct 2005 - 03:06:21 EST

You're fitting two different models.

The latter is saying: logit(p)=x+e, where e is a normal error, so that
logit(p) is normal.

"lm" fits a Linear Model, which uses normal error.

The former says that p is Bernoulli; and p~Bernoulli does not imply
logit(p) is normal.

A Generalized Linear Model has different options for specifying the
random component.

Agresti's "Categorical Data Analysis" lays out the details very well.

> -----Original Message-----

*> From: r-help-bounces@stat.math.ethz.ch
**> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Daniel Pick
**> Sent: Tuesday, October 11, 2005 12:22 PM
**> To: r-help@stat.math.ethz.ch
**> Subject: [R] Logistic Regression using glm
**>
**> Hello everyone,
**> I am currently teaching an intermediate stats.
**> course at UCSD Extension using R. We are using Venables and
**> Ripley as the primary text for the course, with Freund &
**> Wilson's Statistical Methods as a secondary reference.
**> I recently gave a homework assignment on logistic
**> regression, and I had a question about glm. Let n be the
**> number of trials, p be the estimated sample proportion, and w
**> be the standard binomial weights n*p*(1-p). If you perform
**> output <- glm(p ~ x, family = binomial, weights = n) you get
**> a different result than if you perform the logit
**> transformation manually on p and perform output <-
**> lm(logit(p) ~ x, weights = w), where logit(p) is either
**> obtained from R with
**> qlogis(p) or from a manual computation of ln(p/1-p).
**>
**> The difference seems to me to be too large to be roundoff
**> error. The only thing I can guess is that the application of
**> the weights in glm is different than in a manual computation.
**> Can anyone explain the difference in results?
**>
**>
**> Daniel Pick
**> Principal
**> Daniel Pick Scientific Software Consulting San Diego, CA
**> E-Mail: mth_man@yahoo.com
**>
**> ______________________________________________
**> 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
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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 Wed Oct 12 03:10:47 2005

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