Logistic Regression woes

Tue, Feb 26, 2002 10:48 AM #

Hi All,

When I tried to do logistic regression and I got the following messages:

Warning messages: 
1: Algorithm did not converge in: (if (is.empty.model(mt)) glm.fit.null else glm.fit)(x = X, y = Y,  
2: fitted probabilities numerically 0 or 1 occurred in: (if (is.empty.model(mt)) glm.fit.null else glm.fit)(x = X, y = Y,  

The dataset in question has 2 classes and 80 features, and there are a few features which are collinear.

What could my source of trouble here?

Clayton

Clayton Springer, Ph. D.
Sandia National Laboratories                      csprin at ca.sandia.gov
Biosystems Research Department                    (925) 294-2143
P.O. Box 969, MS 9951                fax:         (925) 294-3020
Livermore, CA, 94551-0969

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Brian Ripley

Tue, Feb 26, 2002 11:14 AM #

On Tue, 26 Feb 2002, Clayton Springer wrote:

I suspect the two groups are linearly separable.  Then there is no
MLE.  How many data points?  Linear separation is common by change for up
to 2p (here 162) data points.

Brian D. Ripley,                  ripley at 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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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