Full_Name: Bonnie Version: 1.6.1 OS: Windows Submission from: (NULL) (160.129.25.106) glm() seems to converge, even when it shouldn't. I am trying to fit a model where $converge=FALSE and I am fitting models that do not converge in SAS, but they seem to converge in R ... Thank you.
bug in glm()? (PR#3223)
3 messages · bonnie.lafleur@vanderbilt.edu, Brian Ripley, Thomas Lumley
Could you please supply an example? 1) There is nothing we can reproduce here (see the FAQ on BUGS), and 2) we don't take SAS as the gold standard, and 3) R does have glm.control() to control how convergence is determined, and you do sometimes need to work with it. There are models/datasets which do not have an MLE within the parameter set: for those R does converge to a value near the boundary. But R *should* converge then. There are also situations in which R will converge (correctly) but simple IRLS will not.
On Tue, 10 Jun 2003 bonnie.lafleur@vanderbilt.edu wrote:
Full_Name: Bonnie Version: 1.6.1 OS: Windows Submission from: (NULL) (160.129.25.106) glm() seems to converge, even when it shouldn't. I am trying to fit a model where $converge=FALSE and I am fitting models that do not converge in SAS, but they seem to converge in R ...
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
On Tue, 10 Jun 2003 bonnie.lafleur@vanderbilt.edu wrote:
glm() seems to converge, even when it shouldn't. I am trying to fit a model where $converge=FALSE and I am fitting models that do not converge in SAS, but they seem to converge in R ...
While it wouldn't be the first time there was a bug in glm, it's hard to tell from your report whether the problem is with R, SAS, or your expectations. Can you give an example? -thomas