R help - Oct 2005 - why does glm.predict give values over 1 ?

Hi,

 This is a newbie question. I have been using glm to perform some logistic
regression. However, if I take the fitted parameters (as part of the glm
object) and pass them on the glm.predict function, for some test cases I
am getting predicted values that are a little over 1.  This is a bit
puzzling for me, because my understanding was that these numbers are
probabilities and so should be between 0 and 1.


Thanks a lot! I'd appreciate any help you could provide.

-rohit

If you left the type argument to the predict method then your predictions
are on the log-odds scale.  Try using the type='response' in the predict
method for glm.

--Matt
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Rohit Singh
> Sent: Monday, October 31, 2005 2:52 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] why does glm.predict give values over 1 ?
> 
> 
> Hi,
> 
>  This is a newbie question. I have been using glm to perform 
> some logistic
> regression. However, if I take the fitted parameters (as part 
> of the glm
> object) and pass them on the glm.predict function, for some 
> test cases I
> am getting predicted values that are a little over 1.  This is a bit
> puzzling for me, because my understanding was that these numbers are
> probabilities and so should be between 0 and 1.
> 
> 
> Thanks a lot! I'd appreciate any help you could provide.
> 
> -rohit
> 
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> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>

On 31-Oct-05 Rohit Singh wrote:
> Hi,
> 
>  This is a newbie question. I have been using glm to perform some
> logistic regression. However, if I take the fitted parameters (as
> part of the glm object) and pass them on the glm.predict function,
> for some test cases I am getting predicted values that are a little
> over 1.  This is a bit puzzling for me, because my understanding
> was that these numbers are probabilities and so should be between
> 0 and 1.
> 
> Thanks a lot! I'd appreciate any help you could provide.
> 
> -rohit
Indeed this should not happen, and probably there is some mistake
in the way you use the predict function (which requires a little
care).

However, it's not possible to point-point what is happening
without seeing a specific case. Can you post an example of the
code you use when this happens? And, if feasible, also an example
of data.

Best wishes,
Ted.


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E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
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Date: 31-Oct-05                                       Time: 23:00:39
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