Warning message as a result of logistic regression performed
Try reading this thread: http://thread.gmane.org/gmane.comp.lang.r.general/134368/focus=134475 especially the posts by I Kosmidis which show you how to diagnose problems in logit model fits like this. There is a statement about this warning in ?glm as well and a pointer to a reference which discusses a source of the warning. G
On Wed, 2009-05-27 at 11:22 +0100, Winter, Katherine wrote:
I am sorry if this question sounds basic but I am having trouble understanding a warning message I have been receiving in R after attempting logistic regression.
I have been using the logistic regression function in R to analyse a simulated data set. The dependent variable "failure" has an outcome of either 0 (success) or 1 (failure). Both the independent variables have been previously generated in a mathematical model and stored in a data.frame for analysis. I am currently using a sample size of 1000 and I use the following commands in R:
log.reg.1 <- glm(failure ~ age +weight +init.para.log.value +k.d1,family=binomial(logit), data=test)
log.reg.1.summary <- summary(log.reg.1); print(log.reg.1.summary)
log.reg.1.exp <- exp(log.reg.1$coef); print(log.reg.1.exp)
When I execute these commands I get the following warning message:
"In glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, :fitted probabilities numerically 0 or 1 occurred"
I am unsure what this warning is referring to. I have tried using google to answer this question but have had no luck.
I have been on the following website https://stat.ethz.ch/pipermail/r-sig-ecology/2008-July/000278.html but found it was not helpful as I when I ran the example given I received no warning message (I am using R version 2.8.1).
I am working with simulated data so there are no missing values in the data set.
I have also looked at the following website http://tolstoy.newcastle.edu.au/R/help/05/07/7759.html they suggest that the warning is as a result of "perfect separation" of the results (a possibility with simulated data). However, when I added an extra row to my data.frame of results that I knew to be false and hence to prevent "perfect separation" subsequent logistic regression still resulted in the same warning message.
I am still at a loss as to the meaning of this message and any help in understanding this warning would be much appreciated.
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