Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-07 Thread Charles Geyer
On Wed, Jan 07, 2009 at 04:48:03PM +0100, Peter Dalgaard wrote: > Charles Geyer wrote: > ... > > BTW the particular example given doesn't make clear WHAT question cannot > > be answered correctly. Some questions can be without fuss, for example > > > >> y <- c(0,0,0,0,0,1,1,1,1,1) > >> x <- seq(a

Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-07 Thread Peter Dalgaard
Charles Geyer wrote: ... > BTW the particular example given doesn't make clear WHAT question cannot > be answered correctly. Some questions can be without fuss, for example > >> y <- c(0,0,0,0,0,1,1,1,1,1) >> x <- seq(along = y) >> out1 <- glm(y ~ x, family = binomial) > Warning messages: > 1: In

Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-07 Thread Charles Geyer
> Date: Tue, 6 Jan 2009 15:00:19 + (GMT) > From: Prof Brian Ripley > Subject: Re: [Rd] Apparant bug in binomial model in GLM (PR#13434) > To: soren.fau...@biology.au.dk > Cc: r-b...@r-project.org, r-de...@stat.math.ethz.ch > Message-ID: > Content-Type: text/plain

Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-07 Thread Daniel Sabanés Bové
> There appear to be a bug in the estimation of significance in the binomial > model > in GLM. This bug apparently appears when the correlation between two variables > is to strong. > > Such as this dummy example > c(0,0,0,0,0,1,1,1,1,1)->a > a->b > m1<-glm(a~b, binomial) > summary(m1) > > It is s

Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-06 Thread Peter Dalgaard
soren.fau...@biology.au.dk wrote: > Full_Name: Søren Faurby > Version: 2.4.1 and 2.7.2 > OS: > Submission from: (NULL) (192.38.46.92) > > > There appear to be a bug in the estimation of significance in the binomial > model > in GLM. This bug apparently appears when the correlation between two v

Re: [Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-06 Thread Prof Brian Ripley
This is a (too-little) known phenomenon: the problem is the low power of the Wald test in certain circumstances, and not the R implementation. You can look it up in MASS (the book) pp.197-9. Can I ask how you 'knew for certain' what this should do? From the FAQ: But be sure you know for cer

[Rd] Apparant bug in binomial model in GLM (PR#13434)

2009-01-06 Thread soren . faurby
Full_Name: Søren Faurby Version: 2.4.1 and 2.7.2 OS: Submission from: (NULL) (192.38.46.92) There appear to be a bug in the estimation of significance in the binomial model in GLM. This bug apparently appears when the correlation between two variables is to strong. Such as this dummy example c(