[R] GLM function with poisson distribution

[Tobias Verbeke]

On Tue, 25 Jan 2005 16:03:57 +0100
Göran Broström <gb at tal.stat.umu.se> wrote:

> 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 !

For the record: Hauck [sic], W.W. and A. Donner, Wald's test 
                as applied to hypotheses in logit analysis,
                JASA, 72(1977), p. 851-853.
                

Tobias
> -- 
>  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
> 
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