Dear Jeff,
On 2022-07-28 1:31 a.m., Jeff Newmiller wrote:
But "disappearing" is not what NA is supposed to do normally. Why is it being
treated that way here?
NA has a different meaning here than in data.
By default, in glm() the argument singular.ok is TRUE, and so estimates
are provided even when there are singularities, and even though the
singularities are resolved arbitrarily.
In this model, the columns of the model matrix labelled LifestageL1 and
TrtTime:LifestageL1 are perfectly collinear -- the second is 12 times
the first (both have 0s in the same rows and either 1 or 12 in three of
the rows) -- and thus both can't be estimated simultaneously, but the
model can be estimated by eliminating one or the other (effectively
setting its coefficient to 0), or by taking any linear combination of
the two regressors (i.e., using any regressor with 0s and some other
value). The fitted values under the model are invariant with respect to
this arbitrary choice.
My apologies if I'm stating the obvious and misunderstand your objection.
Best,
John
On July 27, 2022 7:04:20 PM PDT, John Fox <j...@mcmaster.ca> wrote:
Dear Rolf,
The coefficient of TrtTime:LifestageL1 isn't estimable (as you explain) and by
setting it to NA, glm() effectively removes it from the model. An equivalent
model is therefore
fit2 <- glm(cbind(Dead,Alive) ~ TrtTime + Lifestage +
+ I((Lifestage == "Egg + L1")*TrtTime) +
+ I((Lifestage == "L1 + L2")*TrtTime) +
+ I((Lifestage == "L3")*TrtTime),
+ family=binomial, data=demoDat)
Warning message:
glm.fit: fitted probabilities numerically 0 or 1 occurred
cbind(coef(fit, complete=FALSE), coef(fit2))
[,1] [,2]
(Intercept) -0.91718302 -0.91718302
TrtTime 0.88846195 0.88846195
LifestageEgg + L1 -45.36420974 -45.36420974
LifestageL1 14.27570572 14.27570572
LifestageL1 + L2 -0.30332697 -0.30332697
LifestageL3 -3.58672631 -3.58672631
TrtTime:LifestageEgg + L1 8.10482459 8.10482459
TrtTime:LifestageL1 + L2 0.05662651 0.05662651
TrtTime:LifestageL3 1.66743472 1.66743472
There is no problem computing fitted values for the model, specified either way. That the
fitted values when Lifestage == "L1" all round to 1 on the probability scale is
coincidental -- that is, a consequence of the data.
I hope this helps,
John
On 2022-07-27 8:26 p.m., Rolf Turner wrote:
I have a data frame with a numeric ("TrtTime") and a categorical
("Lifestage") predictor.
Level "L1" of Lifestage occurs only with a single value of TrtTime,
explicitly 12, whence it is not possible to estimate a TrtTime "slope"
when Lifestage is "L1".
Indeed, when I fitted the model
fit <- glm(cbind(Dead,Alive) ~ TrtTime*Lifestage, family=binomial,
data=demoDat)
I got:
as.matrix(coef(fit))
[,1]
(Intercept) -0.91718302
TrtTime 0.88846195
LifestageEgg + L1 -45.36420974
LifestageL1 14.27570572
LifestageL1 + L2 -0.30332697
LifestageL3 -3.58672631
TrtTime:LifestageEgg + L1 8.10482459
TrtTime:LifestageL1 NA
TrtTime:LifestageL1 + L2 0.05662651
TrtTime:LifestageL3 1.66743472
That is, TrtTime:LifestageL1 is NA, as expected.
I would have thought that fitted or predicted values corresponding to
Lifestage = "L1" would thereby be NA, but this is not the case:
predict(fit)[demoDat$Lifestage=="L1"]
26 65 131
24.02007 24.02007 24.02007
fitted(fit)[demoDat$Lifestage=="L1"]
26 65 131
1 1 1
That is, the predicted values on the scale of the linear predictor are
large and positive, rather than being NA.
What this amounts to, it seems to me, is saying that if the linear
predictor in a Binomial glm is NA, then "success" is a certainty.
This strikes me as being a dubious proposition. My gut feeling is that
misleading results could be produced.
Can anyone explain to me a rationale for this behaviour pattern?
Is there some justification for it that I am not currently seeing?
Any other comments? (Please omit comments to the effect of "You are as
thick as two short planks!". :-) )
I have attached the example data set in a file "demoDat.txt", should
anyone want to experiment with it. The file was created using dput() so
you should access it (if you wish to do so) via something like
demoDat <- dget("demoDat.txt")
Thanks for any enlightenment.
cheers,
Rolf Turner
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--
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/
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