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
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
> 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
> 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
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
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
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(