Re: [R] Consistency of Logistic Regression

2010-11-13 Thread Uwe Ligges
On 12.11.2010 20:11, Marc Schwartz wrote: You are not creating your data set properly. Your 'mat' is: mat column1 column2 11 0 21 0 30 1 40 0 51 1 61 0 71 0 80 1 90

Re: [R] Consistency of Logistic Regression

2010-11-12 Thread Benjamin Godlove
I think it is likely I am missing something. Here is a very simple example: R code: mat - matrix(nrow = 10, ncol = 2, c(1,0,1,0,0,1,0,0,1,1), c(5,4,1,6,3,6,5,3,7,9), dimnames = list(c(1,2,3,4,5,6,7,8,9,10), c(column1,column2))) g - glm(mat[1:10] ~ mat[11:20], family = binomial (link = logit))

Re: [R] Consistency of Logistic Regression

2010-11-12 Thread Marc Schwartz
You are not creating your data set properly. Your 'mat' is: mat column1 column2 11 0 21 0 30 1 40 0 51 1 61 0 71 0 80 1 90 0 10 1 1 What you really want

[R] Consistency of Logistic Regression

2010-11-11 Thread Benjamin Godlove
Dear R developers, I have noticed a discrepancy between the coefficients returned by R's glm() for logistic regression and SAS's PROC LOGISTIC. I am using dist = binomial and link = logit for both R and SAS. I believe R uses IRLS whereas SAS uses Fisher's scoring, but the difference is

Re: [R] Consistency of Logistic Regression

2010-11-11 Thread Erik Iverson
Is the algorithm converging? Is there separation (i.e., perfect predictor) in the model? Are you getting a warning about fitted probabilities of 0 or 1?, etc. We would need much more information (preferably a reproducible example) before we can help. Benjamin Godlove wrote: Dear R developers,

Re: [R] Consistency of Logistic Regression

2010-11-11 Thread Albyn Jones
do you have factors (categorical variables) in the model? it could be just a parameterization difference. albyn On Thu, Nov 11, 2010 at 12:41:03PM -0500, Benjamin Godlove wrote: Dear R developers, I have noticed a discrepancy between the coefficients returned by R's glm() for logistic

Re: [R] Consistency of Logistic Regression

2010-11-11 Thread Ben Bolker
Albyn Jones jones at reed.edu writes: do you have factors (categorical variables) in the model? it could be just a parameterization difference. albyn On Thu, Nov 11, 2010 at 12:41:03PM -0500, Benjamin Godlove wrote: Dear R developers, I have noticed a discrepancy between the