Albyn Jones <jones <at> reed.edu> writes: > > do you have factors (categorical variables) in the model? it could be > just a parameterization difference. > > albyn > > On Thu, Nov 11, 2010 at 12:41:03PM -0500, Benjamin Godlove wrote: > > Dear R developers, > > > > I have noticed a discrepancy between the coefficients returned by R's glm() > > for logistic regression and SAS's PROC LOGISTIC. I am using dist = binomial > > and link = logit for both R and SAS. I believe R uses IRLS whereas SAS uses > > Fisher's scoring, but the difference is something like 100 SE on the > > intercept. What accounts for such a huge difference?
As previous posters said. Specifically: * a huge change in the intercept is very unlikely to be caused by a change in underlying algorithm unless the data are pathological (separation, convergence issues, etc.) * R's default 'intercept' is the value of the first factor level; SAS's is the value of the last factor level. See ?contr.SAS ... ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
