Re: [Rd] gaussian family change suggestion

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Tue 11 Apr 2006 - 14:58:36 GMT

On Tue, 11 Apr 2006, Prof Brian Ripley wrote:

> On Tue, 11 Apr 2006, Simon Wood wrote:
>
>> Hi,
>>
>> Currently the `gaussian' family's initialization code signals an error if
>> any response data are zero or negative and a log link is used. Given that
>> zero or negative response data are perfectly legitimate under the GLM
>> fitted using `gaussian("log")', this seems a bit unsatisfactory. Might
>> it be worth changing it?
>
> Well, that's not really true: it says it is unable to find starting
> values, and asks you to provide some. I don't really see why your choices
> are satisfactory: what happens if all the data are negative for example?
> (You get +Inf in the log case, I believe. The algorithm will probably get
> stuck from a finite starting point, but it will produce a mysterious error

> from an infinite one.)
>
> We could try even harder, but code that is almost never used tends to get
> broken whilst no one is testing it. So if you want to pursue it I think
> we need a comprehensive test suite.

I have actually been working with log-link glms quite a bit recently and was planning to change the defaults.

         -thomas

>
>> The current offending code from `gaussian' is:
>>
>> initialize = expression({
>> n <- rep.int(1, nobs)
>> if (is.null(etastart) && is.null(start) && is.null(mustart) &&
>> ((family$link == "inverse" && any(y == 0)) ||
>> (family$link == "log" && any(y <= 0)))) stop(
>> "cannot find valid starting values: please specify some")
>> mustart <- y
>> })
>>
>> A possible replacement would be ...
>>
>> initialize = expression({
>> n <- rep.int(1, nobs)
>> if (is.null(etastart) && is.null(start) && is.null(mustart) &&
>> ((family$link == "inverse" && all(y == 0)) ||
>> (family$link == "log" && all(y <= 0)))) stop(
>> "cannot find valid starting values: please specify some")
>> mustart <- y
>> if (family$link=="log") {
>> iy <- y<=0
>> if (sum(iy)) mustart[iy] <- min(y[!iy])*.5
>> } else if (family$link=="inverse") {
>> iy <- y==0
>> if (sum(iy)) mustart[iy] <- min(abs(y[!iy]))*.5
>> }
>> })
>>
>> best,
>> Simon
>>
>>
>>> - Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
>>> - +44 (0)1225 386603 www.maths.bath.ac.uk/~sw283/
>>
>> ______________________________________________
>> R-devel@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>>
>
> --
> Brian D. Ripley, ripley@stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley@u.washington.edu	University of Washington, Seattle

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Apr 12 01:27:13 2006

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