Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-20 Thread Maggie Wang
Dear Gavin, Gad and all, Thank you very much for the reply! Indeed my problem resembles Gavin's previously encountered one, and the suggested method of package brglm() and profilemodel() seems solve the problem right on target. Right now I get stabilized AIC and realistic prediction, I'll check

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-20 Thread Gavin Simpson
On Fri, 2009-03-20 at 12:39 +1100, Gad Abraham wrote: > Maggie Wang wrote: > > Hi, Dieter, Gad, and all, > > > > Thank you very much for your reply! > > > > So here is my data, you can copy it into a file names "sample.txt" > > Hi Maggie, > > With this data (allowing for more iterations) I g

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-19 Thread Gad Abraham
Maggie Wang wrote: Hi, Dieter, Gad, and all, Thank you very much for your reply! So here is my data, you can copy it into a file names "sample.txt" Hi Maggie, With this data (allowing for more iterations) I get: lr <- glm(fo, family=binomial(link=logit), data=matrix, control=glm.contr

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-19 Thread Thomas Lumley
On Thu, 19 Mar 2009, Maggie Wang wrote: Dear Thomas, Thank you very much for the answering! Yet why the situation happens only on some model, not all models? - that is, why for other model it can drop some variables but for this one it can't? Presumably the other models don't have perfect se

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-19 Thread Maggie Wang
Hi, Dieter, Gad, and all, Thank you very much for your reply! So here is my data, you can copy it into a file names "sample.txt" 0 -0.074 -0.098 -0.192 0.1 -0.106 0 -0.234 -0.212 -0.074 0.267 -0.122 0 -0.015 0.176 -0.061 0.179 0.178 0 -0.319 0.097 -0.122 0.08 -0.045 0 -0.106 -0.167 -0.209 -0.02

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-18 Thread Maggie Wang
Dear Thomas, Thank you very much for the answering! Yet why the situation happens only on some model, not all models? - that is, why for other model it can drop some variables but for this one it can't? Thanks!! Best regards, Maggie On Wed, Mar 18, 2009 at 3:38 PM, Thomas Lumley wrote: > >

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-18 Thread Gad Abraham
Maggie Wang wrote: Dear R-users, I use glm() to do logistic regression and use stepAIC() to do stepwise model selection. The common AIC value comes out is about 100, a good fit is as low as around 70. But for some model, the AIC went to extreme values like 1000. When I check the P-values, All t

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-18 Thread Thomas Lumley
With 30 variables and only 55 residual degrees of freedom you probably have perfect separation due to not having enough data. Look at the coefficients -- they are infinite, implying perfect overfitting. -thomas On Wed, 18 Mar 2009, Maggie Wang wrote: Dear R-users, I use glm() to do

Re: [R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-18 Thread Dieter Menne
Maggie Wang ust.hk> writes: > I use glm() to do logistic regression and use stepAIC() to do stepwise model > selection. > > The common AIC value comes out is about 100, a good fit is as low as around > 70. But for some model, the AIC went to extreme values like 1000. When I > check the P-values,

[R] Extreme AIC or BIC values in glm(), logistic regression

2009-03-17 Thread Maggie Wang
Dear R-users, I use glm() to do logistic regression and use stepAIC() to do stepwise model selection. The common AIC value comes out is about 100, a good fit is as low as around 70. But for some model, the AIC went to extreme values like 1000. When I check the P-values, All the independent variab