On Dec 1, 2011, at 18:54 , Ben quant wrote: > Sorry if this is a duplicate: This is a re-post because the pdf's mentioned > below did not go through.
Still not there. Sometimes it's because your mailer doesn't label them with the appropriate mime-type (e.g. as application/octet-stream, which is "arbitrary binary"). Anyways, see below [snip] > > With the above data I do: >> l_logit = glm(y~x, data=as.data.frame(l_yx), > family=binomial(link="logit")) > Warning message: > glm.fit: fitted probabilities numerically 0 or 1 occurred > > Why am I getting this warning when I have data points of varying values for > y=1 and y=0? In other words, I don't think I have the linear separation > issue discussed in one of the links I provided. I bet that you do... You can get the warning without that effect (one of my own examples is the probability of menarche in a data set that includes infants and old age pensioners), but not with a huge odds ratio as well. Take a look at d <- as.data.frame(l_yx) with(d, y[order(x)]) if it comes out as all zeros followed by all ones or vice versa, then you have the problem. > > PS - Then I do this and I get a odds ratio a crazy size: >> l_sm = summary(l_logit) # coef pval is $coefficients[8], log odds > $coefficients[2] >> l_exp_coef = exp(l_logit$coefficients)[2] # exponentiate the > coeffcients >> l_exp_coef > x > 3161.781 > > So for one unit increase in the predictor variable I get 3160.781% > (3161.781 - 1 = 3160.781) increase in odds? That can't be correct either. > How do I correct for this issue? (I tried multiplying the predictor > variables by a constant and the odds ratio goes down, but the warning above > still persists and shouldn't the odds ratio be predictor variable size > independent?) -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ 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.
