>From what you tell us it is impossible even to see if there is a problem, let 
>alone what it might be if there is one.  There are all kinds of reasons why 
>intercepts may change and it is only unexpected if you do not fully understand 
>what the intercept parameter really is.  For example, if you change a 
>predictor variable to have a different centre, x -> x-c, you will not change 
>the regression coefficient with respect to x, but by varying c you can make 
>the intercept anything you like.  Literally.  Anything.  And this is nothing 
>whatever to do with glm.nb, it applies equally to glm, lm, aov, ...

I can console you on one point, though.  glm.nb does not use a stochastic 
algorithm, and so no random numbers are involved.  So unless you are generating 
fake data, the random number generator should play no part.


Bill Venables
http://www.cmis.csiro.au/bill.venables/ 


-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
Behalf Of David Croll
Sent: Wednesday, 25 March 2009 12:36 PM
To: r-help@r-project.org
Subject: [R] glm.nb() giving strongly different results


Dear colleagues,

I have performed several dozens of glm.nb(response ~ variable) analyses 
weeks ago, and when I looked through the results today I saw that many 
of the results have quite different intercept values despite the 
response part remained the same.

I'm quite sure I did same kind of analysis when the intercept values 
were around consistently around 2.2 and when they were above 3. When I 
repeated the analyses today, the intercept values were normal, they were 
between 2.1 to 2.3 instead of being above 3. I'm standing in front of a 
puzzle... they surely aren't glm() results, for they would give 
intercept values well above 9.

Is there anything like a set.seed() thing that could have changed some 
properties inside R? On a second look, I discovered that the init.theta 
value is much lower in those analyses I have to perform again.

Does anybody have a clue to this problem? It isn't that important that I 
have an answer (because I simply have to repeat the analyses), but still...

David

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