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st: Re: curious behaviour of -glm-


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: curious behaviour of -glm-
Date   Thu, 4 Jun 2009 18:44:44 +0200

Which "other Stata commands" are you referring to? One of the most popular ones exits with the same error message (which, BTW, is very clear: GET MORE DATA!)

***
clear*

inp x
2
end

reg x
***

HTH
Martin
_______________
----- Original Message ----- From: "Mak, Timothy" <timothy.mak07@imperial.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, June 04, 2009 2:29 PM
Subject: st: curious behaviour of -glm-


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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