Maggie Wang wrote:
Dear R-users,I use glm() to do logistic regression and use stepAIC() to do stepwise model selection. The common AIC value comes out is about 100, a good fit is as low as around 70. But for some model, the AIC went to extreme values like 1000. When I check the P-values, All the independent variables (about 30 of them) included in the equation are very significant, which is impossible, because we expect some would be dropped. This situation is not uncommon. A summary output like this: Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) 4.883e+14 1.671e+07 29217415 <2e-16 *** g761 -5.383e+14 9.897e+07 -5438529 <2e-16 *** g2809 -1.945e+15 1.082e+08 -17977871 <2e-16 *** g3106 -2.803e+15 9.351e+07 -29976674 <2e-16 *** g4373 -9.272e+14 6.534e+07 -14190077 <2e-16 *** g4583 -2.279e+15 1.223e+08 -18640563 <2e-16 *** g761:g2809 -5.101e+14 4.693e+08 -1086931 <2e-16 *** g761:g3106 -3.399e+16 6.923e+08 -49093218 <2e-16 *** g2809:g3106 3.016e+15 6.860e+08 4397188 <2e-16 *** g761:g4373 3.180e+15 4.595e+08 6920270 <2e-16 *** g2809:g4373 -5.184e+15 4.436e+08 -11685382 <2e-16 *** g3106:g4373 1.589e+16 2.572e+08 61788148 <2e-16 *** g761:g4583 -1.419e+16 8.199e+08 -17303033 <2e-16 *** g2809:g4583 -2.540e+16 8.151e+08 -31156781 <2e-16 ***
I don't have an answer (and you haven't supplied the full code), but one obvious thing is that the estimated coefficients are extremely large (this is the linear predictor scale, so in the response scale it's even worse since you exponentiate it). Perhaps this is due to very high collinearity of your variables (however the standard error is low relative to the estimate so maybe not), and/or issues of scaling (i.e., your variables are very small, use scale() to standardise them.)
-- Gad Abraham MEng Student, Dept. CSSE and NICTA The University of Melbourne Parkville 3010, Victoria, Australia email: gabra...@csse.unimelb.edu.au web: http://www.csse.unimelb.edu.au/~gabraham ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
