[Rd] Tolerances in glm.control
maechler at stat.math.ethz.ch
Fri May 9 15:39:31 MEST 2003
>>>>> "BDR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>>> on Fri, 9 May 2003 12:08:10 +0100 (BST) writes:
BDR> I have tightened the tolerances in glm.control in
BDR> R-devel (aka 1.8.0 Under Development) from epsilon =
BDR> 1e-4 to 1e-8, and increases maxit from 10 to 25.
BDR> Normally the effect is to do one more iteration and get
BDR> more accurate results. However, in cases of partial
BDR> separation several more iterations will be done and it
BDR> will be clearer from the results which parameters are
BDR> converging and which are diverging (to +/-Inf).
BDR> I have been meaning to do this for some time (the
BDR> defaults seemed appropriate to computer speeds at the
BDR> 1991 origin of glm in S3), but have only this time
BDR> remembered at the beginning of a release cycle.
Being on this topic: What about
enhancing summary.glm() and changing print.summary.glm() quite
a bit such that
o summary.glm() for back compatibility still computes the Wald tests
but also does all the "drop1" tests for each coefficient
o print.summary.glm() would print these tests instead of the
(too often misleading) Wald ones.
Related: How hard would it be to compute a ``Hauck-Donner diagnostic''
(If it's an open research problem then it's "too hard"
for R 1.8 :-)
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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