[Rd] gaussian family change suggestion

[Prof Brian Ripley]

On Tue, 11 Apr 2006, Simon Wood wrote:

> Hi,
>
> Currently the `gaussian' family's initialization code signals an error if
> any response data are zero or negative and a log link is used. Given that
> zero or negative response data are perfectly legitimate under the GLM
> fitted using `gaussian("log")', this seems a bit unsatisfactory. Might
> it be worth changing it?

Well, that's not really true: it says it is unable to find starting 
values, and asks you to provide some.  I don't really see why your choices 
are satisfactory: what happens if all the data are negative for example? 
(You get +Inf in the log case, I believe.  The algorithm will probably get 
stuck from a finite starting point, but it will produce a mysterious error 
from an infinite one.)

We could try even harder, but code that is almost never used tends to get 
broken whilst no one is testing it.  So if you want to pursue it I think 
we need a comprehensive test suite.

> The current offending code from `gaussian' is:
>
> initialize = expression({
>            n <- rep.int(1, nobs)
>            if (is.null(etastart) && is.null(start) && is.null(mustart) &&
>                ((family$link == "inverse" && any(y == 0)) ||
>                  (family$link == "log" && any(y <= 0)))) stop(
>              "cannot find valid starting values: please specify some")
>            mustart <- y
>        })
>
> A possible replacement would be ...
>
> initialize = expression({
>            n <- rep.int(1, nobs)
>            if (is.null(etastart) && is.null(start) && is.null(mustart) &&
>                ((family$link == "inverse" && all(y == 0)) ||
>                  (family$link == "log" && all(y <= 0)))) stop(
>      "cannot find valid starting values: please specify some")
>        mustart <- y
>      if (family$link=="log") {
>        iy <- y<=0
>        if (sum(iy)) mustart[iy] <- min(y[!iy])*.5
>      } else if (family$link=="inverse") {
>        iy <- y==0
>        if (sum(iy)) mustart[iy] <- min(abs(y[!iy]))*.5
>      }
>        })
>
> best,
> Simon
>
>
>> - Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
>> -             +44 (0)1225 386603         www.maths.bath.ac.uk/~sw283/
>
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>
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
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