Re: [R] warnings in glm (logistic regression)

From: vito muggeo <vmuggeo_at_dssm.unipa.it>
Date: Tue 31 Jan 2006 - 21:47:57 EST

Hi,
very likely your data exhibit quasi-separation which cause (log)Lik to be monotone and thus ML estimate do not exist. However you can rely on point estimate and use LRT to test for its significance. Or Better: have a look to brlr or logistf packages which bypass the monotone-likelihood problem by using penalized likelihood.

Best,
vito

Taka Matzmoto wrote:
> Hello R users
>
> I ran more than 100 logistic regression analyses. Some of the analyses gave
> me this kind warning below.
>
> ###########################################################
> Warning messages:
> 1: algorithm did not converge 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, ...
> ###########################################################
>
> For those cases for which I got the warning messages, shouldn't I rely on
> coefficents ? It looks like I can still extract coefficients from R outputs
>
> Are there any ways to avoid these warning messages ? or are these due to the
> problems with my data (e.g., perfect separation)
>
> Any help or advice would be appreciated
>
> Thank you
>
> TM
>
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-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
UniversitÓ di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612

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Received on Tue Jan 31 22:04:23 2006

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