Charles Geyer
2008-Sep-29 21:56 UTC
[Rd] new TR about when MLE exist in GLM and what to do if not
This is just to alert the list about a new technical report http://www.stat.umn.edu/geyer/gdor/ that shows how to determine, using exact infinite-precision rational arithmetic when the MLE exists in a GLM (or for that matter in any exponential family, such as aster models -- contributed package aster) and what to do when it does not. This suggests many changes to glm, glm.fit, predict.glm, and anova.glm. Before any such changes could be implemented, the contributed package rcdd would need to be made recommended, which in turn would require that it be made available on Macintosh (the problem is getting the GNU bignum package GMP to compile with gcc, shouldn't be hard, but apparently is on Macs, but Jan de Leeuw has done it, so it's not impossible). The tech report shows how correct data analysis is done in GLMs when the MLE doesn't exist. I haven't thought about how this could be worked into the glm suite of functions, but it clearly could be done. I would be glad to help out any way I can if the core team think this should be done. -- Charles Geyer Professor, School of Statistics University of Minnesota charlie at stat.umn.edu