[R] GLM function with poisson distribution

[Göran Broström]

On Tue, Jan 25, 2005 at 06:22:26AM -0800, Florian Menzel wrote:
> Hello all, 
> I found a weird result of the GLM function that seems
> to be a bug.
> The code:
>   a=c(rep(1,8),rep(2,8))
>   b=c(rep(0,8),rep(3,8))
>   cbind(a,b)
>   model=glm(b~a, family=poisson)
>   summary(model)
> generates a dataset with two groups. One group
> consists entirely of zeros, the other of 3?s (as
> happened in a dataset I?m analyzing right now). Since
> they are count data, one should apply a poisson
> distribution. A GLM with poisson distribution delivers
> a p value > 0.99, thus, completely fails to detect the
> difference between the two groups. Why not and what
> should I do to avoid this error? A quasipoisson
> distribution detects the difference but I?m not sure
> whether it?s appropriate to use it.
> Thanks a lot to everybody who answers!


This seems to be a good example of the Hauk-Donner effect; the likelihood
ratio test gives a p-value of   8.017e-09, while the Wald p-value is 1 !
-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se