R help - Mar 2009 - predict.glm predicted prob above 1?

I have a puzzle....

When I include an interaction in the model, many predicted probabilities are
above 1. Is that a problem with my model? I thought the predicted prob can't
be bigger than 1...

Any help would be really appreciated! Thanks!

K.

reg1<-glm(pyea~male+edu+married+inc+relig+factor(time)+
    factor(time)*male, data=mydata, family=binomial(link="logit"))

reg2<-predict.glm(reg1, se.fit=T, data.frame(male=1, edu=1, married=1,inc=1,
relig=1, type='response', YEAR=seq(1,33,1))

reg2$fit

$fit
        1         2         3         4         5         6         7         8 
9        10        11
0.6105101 0.5249279 0.4717028 0.5525786 0.5622492 0.3387205 0.3010051 0.5836462
0.6478388 0.9158862 0.9849557
       12        13        14        15        16        17        18        19 
20        21        22
1.1208788 1.1440165 1.2053129 1.0169487 1.1832429 1.4162309 1.0612279 1.2038962
1.1274700 1.0876280 0.9704570
       23        24        25        26        27        28        29        30 
31        32        33
1.0160205 1.0410419 0.9526990 1.0043029 1.1337670 1.2502910 0.9927158 1.0924190
0.8315262 1.0530386 1.5727090

There is a bug in your code: Try

reg2<-predict.glm(reg1, se.fit=T, data.frame(male=1, edu=1,
married=1,inc=1, relig=1, YEAR=seq(1,33,1)), type="response")

You put type="response" into your newdata frame, so it wasn't
visible to
predict.glm. So predict.glm assumed the default type, which is "link".

Cheers,

Simon.


On Sun, 2009-03-08 at 23:39 -0700, Kitty Lee wrote:
> I have a puzzle....
> 
> When I include an interaction in the model, many predicted probabilities
are above 1. Is that a problem with my model? I thought the predicted prob
can't be bigger than 1...
> 
> Any help would be really appreciated! Thanks!
> 
> K.
> 
> reg1<-glm(pyea~male+edu+married+inc+relig+factor(time)+
>     factor(time)*male, data=mydata,
family=binomial(link="logit"))
> 
> reg2<-predict.glm(reg1, se.fit=T, data.frame(male=1, edu=1,
married=1,inc=1, relig=1, type='response', YEAR=seq(1,33,1))
> 
> reg2$fit
> 
> $fit
>         1         2         3         4         5         6         7      
8         9        10        11
> 0.6105101 0.5249279 0.4717028 0.5525786 0.5622492 0.3387205 0.3010051
0.5836462 0.6478388 0.9158862 0.9849557
>        12        13        14        15        16        17        18      
19        20        21        22
> 1.1208788 1.1440165 1.2053129 1.0169487 1.1832429 1.4162309 1.0612279
1.2038962 1.1274700 1.0876280 0.9704570
>        23        24        25        26        27        28        29      
30        31        32        33
> 1.0160205 1.0410419 0.9526990 1.0043029 1.1337670 1.2502910 0.9927158
1.0924190 0.8315262 1.0530386 1.5727090
> 
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-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
School of Biological Sciences
The University of Queensland 
St. Lucia Queensland 4072 
Australia
Room 320 Goddard Building (8)
T: +61 7 3365 2506
http://www.uq.edu.au/~uqsblomb
email: S.Blomberg1_at_uq.edu.au

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