[R] Negative intercept in glm poisson model

Federico Gherardini f.gherardini at pigrecodata.net
Tue Mar 1 15:10:35 CET 2005


Dear list,
I'm trying to fit a glm model using family=poisson(link = "identity"). The 
problem is that the glm function fits a model with a negative intercept, 
which sounds like a nonsense to me, being the response a Poisson variable. 
>From a previous discussion on this list I've understood that the glm function 
uses IRLS for the fitting without any constraint so it is possible for it to 
end up in a region of values which are not admissible given the model, and in 
fact sometimes it fails asking for valid starting values. In this case I 
expected it to fail asking to supply starting values, and instead it fits the 
model just nice with this negative intercept. What am I missing?

Thanks,
Cheers
Federico




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