Peter Dalgaard wrote:
Douglas Bates <[EMAIL PROTECTED]> writes:
Federico Gherardini wrote:
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.

Not really. The negative intercept is on the scale of the linear predictor. The expected response, which is the exponential of the linear predictor, is always positive.


Not when the link is "identity"...! However, in that case, sufficient
extrapolation will always lead to negative values, unless the slope is
exactly zero. Whether a negative value is a problem for the intercept
depends on whether it corresponds to a relevant extrapolation of data.


Yes, of course. Must learn not to post to a public list before the second cup of coffee.


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