On Tue, 1 Mar 2005 15:10:35 +0100, Federico Gherardini <[EMAIL PROTECTED]> wrote :
>Dear list, >I'm trying to fit a glm model using family=poisson(link = "identity"). The >problem is that the glm function fits a model with a negative intercept, >which sounds like a nonsense to me, being the response a Poisson variable. >>From a previous discussion on this list I've understood that the glm function >uses IRLS for the fitting without any constraint so it is possible for it to >end up in a region of values which are not admissible given the model, and in >fact sometimes it fails asking for valid starting values. In this case I >expected it to fail asking to supply starting values, and instead it fits the >model just nice with this negative intercept. What am I missing? The problem isn't in the software, it's due to using an identity link with a model that does not allow a negative mean. Suppose glm() constrained the intercept to be positive, and you ended up fitting a positive slope: then you would still get negative predictions for sufficiently large negative values of the predictor variables. Duncan Murdoch ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
