_______________________________________________________________________________________
This would be because quasi(link=logit) doesn't actually fit a logistic regression. The default variance function for quasi is the identity, not binomial variance. To emulate a logistic regression, use var="mu(1-mu)" in addition to link=logit. > y <- runif(100) > glm(y ~ 1, family=binomial) Call: glm(formula = y ~ 1, family = binomial) Coefficients: (Intercept) -0.01208 Degrees of Freedom: 99 Total (i.e. Null); 99 Residual Null Deviance: 37.15 Residual Deviance: 37.15 AIC: 140.6 Warning message: non-integer #successes in a binomial glm! in: eval(expr, envir, enclos) > glm(y ~ 1, family=quasi(var="mu(1-mu)", link=logit)) Call: glm(formula = y ~ 1, family = quasi(var = "mu(1-mu)", link = logit)) Coefficients: (Intercept) -0.01208 Degrees of Freedom: 99 Total (i.e. Null); 99 Residual Null Deviance: 37.15 Residual Deviance: 37.15 AIC: NA -- Hong Ooi Senior Research Analyst, IAG Limited 388 George St, Sydney NSW 2000 (02) 9292 1566 -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Björn Stollenwerk Sent: Monday, 28 November 2005 10:18 PM To: R-help@stat.math.ethz.ch Subject: [R] glm: quasi models with logit link function and binary data # Hello R Users, # # I would like to fit a glm model with quasi family and # logistical link function, but this does not seam to work # with binary data. # # Please don't suggest to use the quasibinomial family. This # works out, but when applied to the true data, the # variance function does not seams to be # appropriate. # # I couldn't see in the # theory why this does not work. # Is this a bug, or are there theoretical reasons? # One problem might be, that logit(0)=-Inf and logit(1)=Inf. # But I can't see how this disturbes the calculation of quasi-Likelihood. # # Thank you very much, # best, # # Björn set.seed(0) y <- sample(c(0,1), size=100, replace=T) # the following models work: glm(y ~ 1) glm(y ~ 1, family=binomial(link=logit)) glm(y ~ 1, family=quasibinomial(link=logit)) # the next model doesn't work: glm(y ~ 1, family=quasi(link=logit)) ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html _______________________________________________________________________________________ The information transmitted in this message and its attachme...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html