# st: curious behaviour of -glm-

 From "Mak, Timothy" To "statalist@hsphsun2.harvard.edu" Subject st: curious behaviour of -glm- Date Thu, 4 Jun 2009 13:29:56 +0100

Hi list,

I'm just curious why -glm, fam(bin) - doesn't seem to handle certain extreme scenarios in accordance with other Stata commands, like give you appropriate warning messages...

Eg.

. input r n

r          n

1. 10 100

2. end

. glm r, fam(bin n)

insufficient observations

r(2001);

The model should be estimable...

Also:

. input r n x

r          n          x

1. 10 100 1

2. 0 100 0

3. end

. glm r x, fam(bin n)

Iteration 0:   log likelihood = -2.2079271

Iteration 1:   log likelihood = -2.0261494

Iteration 2:   log likelihood = -2.0259832

Iteration 3:   log likelihood =  -2.025974

Iteration 4:   log likelihood =  -2.025974

Generalized linear models                          No. of obs      =         2

Optimization     : ML                              Residual df     =         0

Scale parameter =         1

Deviance         =  2.00000e-08                    (1/df) Deviance =         .

Pearson          =  1.00000e-08                    (1/df) Pearson  =         .

Variance function: V(u) = u*(1-u/n)                [Binomial]

Link function    : g(u) = ln(u/(n-u))              [Logit]

AIC             =  4.025974

Log likelihood   = -2.025973987                    BIC             =  2.00e-08

------------------------------------------------------------------------------

|                 OIM

r |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

x |   23.87722      10000     0.00   0.998    -19575.76    19623.52

_cons |  -26.07444      10000    -0.00   0.998    -19625.71    19573.56

------------------------------------------------------------------------------

The model runs as if there was convergence, but of course there can't be...

Tim

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