Recent discussions of this and related questions on this list and elsewhere produced the following list of articles that may be helpful:
Donald Andrews (2001) "Testing When a Parameter In on the Boundary of the Maintained Hypothesis", Econometrica, 69: 683-734.
Donald Andrews (2000) "Inconsistency of the Bootstrap When a Parameter Is on the Boundary of the Parameter Space", Econometrica, 68: 388-405.
Donald Andrews (1999) "Estimation When a Parameter Is on a Boundary", Econometrica, 67: 1341-1383.
Rousseeuw, P. J. and Christmann, A. (2003) Robustness against separations
and outliers in logistic regression, Computational Statistics & Data
Analysis, Vol. 43, pp. 315-332
### Unfortunately, I have not had time to review these, so I can't comment further.
hope this helps. spencer graves
Tord Snall wrote:
Dear all,
Last autumn there was some discussion on the list of the warning
Warning message: fitted probabilities numerically 0 or 1 occurred in: (if
(is.empty.model(mt)) glm.fit.null else glm.fit)(x = X, y = Y,
when fitting binomial GLMs with many 0 and few 1.
Parts of replies: "You should be able to tell which coefficients are infinite -- the coefficients and their standard errors will be large. When this happens the standard errors and the p-values reported by summary.glm() for those variables are useless." "My guess is that the deviances and coefficients are entirely ok. I'd expect that problems in the general area that Thomas mentions to reveal themselves as a failure to converge."
I have this problem with my data. In a GLM, I have 269 zeroes and only 1 one:
summary(dbh) Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 0.1659 3.8781 0.043 0.966 dbh -0.5872 0.5320 -1.104 0.270
drop1(dbh, test = "Chisq")Single term deletions
Model:
MPext ~ dbh
Df Deviance AIC LRT Pr(Chi) <none> 9.9168 13.9168 dbh 1 13.1931 15.1931 3.2763 0.07029 .
I now wonder, is the drop1() function output 'reliable'?
If so, is then the estimates from MASS confint() also 'reliable'? It gives the same warning.
Waiting for profiling to be done... 2.5 % 97.5 % (Intercept) -6.503472 -0.77470556 abund -1.962549 -0.07496205 There were 20 warnings (use warnings() to see them)
Thanks in advance for your reply.
Sincerely, Tord
----------------------------------------------------------------------- Tord Snäll Avd. f växtekologi, Evolutionsbiologiskt centrum, Uppsala universitet Dept. of Plant Ecology, Evolutionary Biology Centre, Uppsala University Villavägen 14 SE-752 36 Uppsala, Sweden Tel: 018-471 28 82 (int +46 18 471 28 82) (work) Tel: 018-25 71 33 (int +46 18 25 71 33) (home) Fax: 018-55 34 19 (int +46 18 55 34 19) (work) E-mail: [EMAIL PROTECTED] Check this: http://www.vaxtbio.uu.se/resfold/snall.htm!
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