R-alpha: glm

Jim Lindsey (jlindsey@luc.ac.be)
Fri, 24 May 1996 09:18:52 +0200 (MET DST)

From: Jim Lindsey <jlindsey@luc.ac.be>
Message-Id: <9605240718.AA22100@alpha.luc.ac.be>
Subject: R-alpha: glm
To: r-testers@stat.math.ethz.ch
Date: Fri, 24 May 1996 09:18:52 +0200 (MET DST)

(1) I hope that I am not breaking my confidentiality agreement with NAG and
    RSS in sending the following code. Here is how GLIM4 tests for convergence
    (somewhat different than GLIM3.77):
	if(loglik .eq. 0.0) then
		d = 0.1*convcrt
		d = (loglik - llik)/loglik
	convgd = (abs(d) .lt. convcrt) .or. ((scale .ne. 0.0)
		.and. (loglik .lt. convcrt))
    It also checks for divergence and for lost d.f.
    This is equivalent to what I had suggested for zero deviance (which occurs
    frequently in glms because of saturated models.
    I was rather surprised to see that the student had also checked the
    coefficients. This is not usually a good idea, especially for complex
    or nonlinear models where the LF may be very flat in some directions.
    A lot of computing time is lost without improvement in the model fit
    and the mle has little meaning in such cases anyway.
(2) For help() using more, from Martin's message. When I do this, asking for
    help, I get a series of seven messages, "No such file or directory" for
    f, =, backward, etc., then am asked for a return and more works. This does
    not happen on my machine with more in a shell or with man.
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