Perhaps I could just add that my experience with step halving in glm -- fitting models with somewhat non-standard links for binary response [as reported in Rnews: http://cran.r-project.org/doc/Rnews/ Rnews_2006-4.pdf] was excellent. Once some scaling issues for the links were resolved, we had no problems whatsoever with the glm fitting.
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Nov 16, 2007, at 10:50 AM, Prof Brian Ripley wrote: > 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, [EMAIL PROTECTED] > 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 > > ______________________________________________ > 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. ______________________________________________ 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.
