Hi,
I am working on an example about generalized linear model in a paper using
glm( ). The code is quite simple and straightforward, but the result is
rediculous. The true parameter is c(4, -6), but the result is c(2.264774,
-3.457114) Can anybody tell me the reason for this? Thanks a lot!!!
Here is the code:
g=function(t){exp(t)/(1+exp(t))} #the given link function
n = 100 # sample size
beta.true = c(4,-6) #the true parameter
#----------------------------------------- the given x
x = rep(0,n)
for(i in 1:n)
{if (i<=80)
x[i]=0.90-0.0025*i
else
x[i]=0.70-0.035*(i-80)
}
x = cbind(1,x)
#----------------------------------------- to generate y
meany = g(x%*%beta.true)
y = rep(0,100)
for(i in 1:n)
{ # simulate the data from a binomial distribution
y[i] = rbinom(1,1,meany[i])
}
#------------------------------------------ to do the Quasi-likelihood
beta.old = glm (y~x[,2],family=binomial())$coef
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