On Thu, 25 Nov 2004, Federico Gherardini wrote:

Hi all
I'm trying to use the function glm from the MASS package to do the following

It's in the stats package.

fit.

fit <- glm(FP ~ rand, data = tab, family = poisson(link = "identity"), subset = rand >= 1)
(FP is >= 0)


but I get the following error

Error: no valid set of coefficients has been found:please supply starting values
In addition: Warning message:
NaNs produced in: log(x)

And did you follow the advice in the error message?

in contrast if I fit a model without intercept

fit <- glm(FP ~ rand - 1, data = tab, family = poisson(link = "identity"), subset = rand >= 1)

everything goes fine.
Now my guess is that the points "naturally" have a negative intercept so the error is produced because I'm using the poisson distribution for the y and negative values are of course not admitted. Am I right?

We don't have your data, but it is plausible.

Also if this is the cause, shouldn't the function always try to do the best fit given the parameters? I mean shouldn't it fit a model with intercept 0 anyway and report it as a bad fit?

Well, I believe functions should do what they say on the box (and the help page), and not what some user hopes they might do by mind-reading.


You do have a suitable set of starting values from the second fit, so why not just follow the rather explicit advice?

--
Brian D. Ripley,                  [EMAIL PROTECTED]
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

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