[R] Negative intercept in glm poisson model

[Peter Dalgaard]

Douglas Bates <bates at stat.wisc.edu> writes:

> Federico Gherardini wrote:
> 
> > I'm trying to fit a glm model using family=poisson(link =
> > "identity"). The problem is that the glm function fits a model with
> > a negative intercept, which sounds like a nonsense to me, being the
> > response a Poisson variable.
> 
> Not really.  The negative intercept is on the scale of the linear
> predictor.  The expected response, which is the exponential of the
> linear predictor, is always positive.

Not when the link is "identity"...! However, in that case, sufficient
extrapolation will always lead to negative values, unless the slope is
exactly zero. Whether a negative value is a problem for the intercept
depends on whether it corresponds to a relevant extrapolation of data.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
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