Message-ID: <x2u0rdac3k.fsf@biostat.ku.dk>
Date: 2004-11-25T20:49:03Z
From: Peter Dalgaard
Subject: Error using glm with poisson family and identity link
In-Reply-To: <41A633FC.5010401@pdf.com>
Spencer Graves <spencer.graves at pdf.com> writes:
> Hi, Peter: What do you do in such situations? Sundar Dorai-Raj
> and I have extended "glm" concepts to models driven by a sum of k
> independent Poissons, with the a linear model for log(defectRate[i])
> for each source (i = 1:k). To handle convergence problems, etc., I
> think we need to use informative Bayes, but we're not there yet. In
> any context where things are done more than once [which covers most
> human activities], informative Bayes seems sensible. A related
> question comes with data representing the differences between Poisson
> counts, e.g., with d[i] = X[i]-X[i-1] = the number of new defects
> added between steps i-1 and i in a manufacturing process. Most of the
> time, d[i] is nonnegative. However, in some cases, it can be
> negative, either because of metrology errors in X[i] or because of
> defect removal between steps i-1 and i. Comments?
I haven't got all that much experience with it, but obviously, the
various algorithms for constrained optimization (box- or otherwise) at
least allow you to find a proper maximum likelihood estimator.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907