[R] alternative to logistic regression

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Nov 16 17:50:44 CET 2007


On Fri, 16 Nov 2007, Terry Therneau wrote:

> Brian Ripley wrote
> "Hmm ... I think you are generalizing from another R-like system."
>
>  Actually no, I was reading R source code that has no comments, and assumed
> incorrectly that 1. the variable "okLinks" was the list of allowed links and
> that 2. the error message further in the code
>  	"... available links are 'logit', 'probit', 'cloglog', 'cauchit', 'log'
> was accurate.

It is:  those are the available unquoted names.  That error message does 
not actually occur in the code: it is constructed at run time, and is only 
used unquoted link names.  So if I do

> identity <- NULL
> binomial(identity)
Error in binomial(identity) :
   link "identity" not available for binomial family; available links are 
.logit., .probit., .cloglog., .cauchit., .log.

I get left and right directional quotes which my mailer does not know 
about and has substituted dots.  Those are not character strings, and we 
try to make them typographically distinct (and never use single quotes to 
mean a character string).


>  Nevertheless, I should have tested my suggestion more thoroughly before I
> posted it.  The step halving that I now see in glm.fit is a welcome addition,
> but does not completely abrogate the fitting issues that can arise.

It does mean that the comments about NA log-likelihoods were wrong.

>    Terry T.
>
>
>

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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