Error using glm with poisson family and identity link

Thomas Lumley <tlumley at u.washington.edu> writes:

Also, the algorithm in glm.fit, while not perfect, is a little smarter
than a simple IRLS. It uses step-halving to back away from the edge,
and when the parameter space is convex it has a reasonable chance of
creeping along the boundary to the true MLE.

Hmm. That wasn't my experience. I had a situation where there was like
a (virtual) maximum outside the boundary, and the algorithm would
basically stay on the path to that peak, banging its little head
into the same point of the wall repeatedly, so to speak.

(If you make a little drawing of an elliptical contour intersecting a
linear boundary, I'm sure you'll see that this process leads to a
point-of-no-progress that can be quite far from the maximum along the
edge.)

I think better glm fitting is worth pursuing: computational
difficulties with the log-binomial model have forced many
epidemiologists turn to estimators other than the MLE (or contrasts
other than the relative risk), which is a pity.

Yup...

O__  ---- Peter Dalgaard             Blegdamsvej 3  
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