Thomas Lumley <[EMAIL PROTECTED]> writes: > On Tue, 25 Jan 2005, Florian Menzel wrote: > > > Hello all, > > I found a weird result of the GLM function that seems > > to be a bug. > > No, the problem is that you are using the Wald test when the mle is > infinite, which is always going to be unreliable. It's even worse > because you are using data that couldn't really have come from a > Poisson distribution (because for a=1 you have mean 3 and variance 0).
Actually, that's rather immaterial. Try it with b=c(rep(0,8),rmultinom(1,24,rep(1/8,8))) or even b=c(rep(0,8),rpois(8,3)) (in the former case, notice that the LRT is constant). The zero variance does add to the confusion if you begin to consider underdispersed models, though. -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
