From: Jim Lindsey <jlindsey@luc.ac.be> Message-Id: <9701130853.AA01242@alpha.luc.ac.be> Subject: R-alpha: glm and substitute bugs To: r-testers@stat.math.ethz.ch (r-testers) Date: Mon, 13 Jan 1997 09:53:24 +0100 (MET) 1. Kurt Hornik has asked me to look at a data set where glm with binomial gives all zero coefficients and S-Plus does not. It turns out that R gives all zero coefficients (except the intercept) for all binomial data sets! I have traced the problem to initialize in the binomial family which is not properly evaluated. Consider the following: > substitute(y[1,2]) y[1,2] > substitute(y[,2]) y[2] I do not know how long this problem has existed because I have never before used binomial, only Poisson. (GLIM4 is about 100 times faster, and even direct minimization with nlm is considerably faster than glm.) 2. While tracing that problem down, I discovered that Ross's changes to glm have introduced a new error. He has incorrectly changed the initial values of eta so that IWLS no longer always converges (and usually more slowly). Here is an example that does not converge with the new initial estimates, giving completely wild values, but does converge correctly with the old: y <- c(3,5,4,3,11,20,31,40,43,48,48,50) glm(y~1,family=poisson) The initialization of eta in glm.fit should be put back the way it was before: start <- qr.coef(fit, w*z)