[R] Error using glm with poisson family and identity link

[Prof Brian Ripley]

On Thu, 25 Nov 2004, Spencer Graves wrote:

>     I generally avoid constrained optimizers for three reasons: 
>     1.  My experience with them has included many cases where the optimizer 
> would stop with an error when testing parameter values that violate the 
> constraints.  If I transform the parameter space to remove the constraints, 
> that never happens.  The constrained optimizers in R 2.0.1 may not exhibit 
> this behavior, but I have not checked.

They do not, and OTOH if the MLE really does lie on the boundary (and here 
it may well, with one data point fitted with mean zero) transformation 
will often not find a good solution.

Constrained optimization is a hard problem, good methods are very 
complex and good code to implement them is usually expensive.

-- 
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