[R] calculating logit parameters (odd ratio is exactly one or zero)
Uwe Ligges
ligges at statistik.tu-dortmund.de
Mon Dec 12 21:51:29 CET 2011
1. The formula you used is not for a logistic but an ordinal regression
(since you are using the default gaussian family rather than
family="binomial" or whatever.
2. R (nor any other software) can deal with perfect separation (nor
quasi-separation) of classes, since the problem is not well defined in
such a case as you found out already. R will give a warning in that
case, that the Fisher Scoring does not converge.
LDA will give perfect results in such a case (well, unless the within
class covariance matrix is singular).
Best,
Uwe Ligges
On 12.12.2011 11:46, wim nursal wrote:
> Dear statistician experts,
>
> Sorry if this is a trivial question, or the old same question (i don't know
> what is the efficient key word for this issue).
> In order to understand the calculation of parameter of logistic regression,
> I did an exercise through spreadsheet following the procedural example
> from a literature, or the available spreadsheet (with calculation formula).
> I ended up with infinity (divided by zero) when the odd ratio is exactly 1
> (FD=12) or invalid number when odd ratio is zero (MFD = 0) after log.
> I am wondering how R through GLM function (particularly logit or logistic
> regression) treats the odds ratios or log odd ratios that is exatcly one or
> zeros.
>
> The sample data is like this:
> #HH Fsize FD
> 1 1.29472 0
> 2 1.6184 0
> 3 2.4276 1
> 4 2.4276 2
> 5 20.23 2
> 6 1.6184 3
> 7 1.820 3
> 8 0.4046 3
> 9 6.069 4
> 10 2.6299 4
> 11 0.72828 5
> 12 2.4276 5
> 13 6.069 7
> 14 4.8552 7
> 15 2.32645 7
> 16 1.6184 8
> 17 1.0115 8
> 18 1.0115 8
> 19 5.2598 9
> 20 2.023 10
> 21 0.6069 10
> 22 1.2138 11
> 23 0.8092 11
> 24 1.4161 11
> 25 0.6069 11
> 26 3.440 11
> 27 1.2138 12
> 28 1.2138 12
> 29 0.4046 12
> 30 1.2138 12
>
> Fsize is the farm size (acre or hectare). Food deficit (FD) is the number
> of months (last year from the survey took place) that an household had
> bought food-grains (minimum = 0 month, maximum = 12 months or whole year
> deficit).
> Even though I "jitter"-ed the minimum or maximum FD value only (eg.
> FD=0+1e-6 or FD=12-1e-6), nothing changed to the result.
>
> The formula I used is like this:
> --------------------------------------------------------------
> glm(FD ~ Fsize, data = subFS)
> --
> Coefficients:
> (Intercept) Fsize
> 7.7913 -0.3092
>
> Degrees of Freedom: 29 Total (i.e. Null); 28 Residual
> Null Deviance: 463
> Residual Deviance: 425.5 AIC: 170.7
> --------------------------------------------------------------
>
> I appreciate for any clarification.
>
> Best wishes,
> Wim
>
> [[alternative HTML version deleted]]
>
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