Dear R developers, I have noticed a discrepancy between the coefficients returned by R's glm() for logistic regression and SAS's PROC LOGISTIC. I am using dist = binomial and link = logit for both R and SAS. I believe R uses IRLS whereas SAS uses Fisher's scoring, but the difference is something like 100 SE on the intercept. What accounts for such a huge difference? Thank you for your time. Ben Godlove [[alternative HTML version deleted]]
Is the algorithm converging? Is there separation (i.e., perfect predictor) in the model? Are you getting a warning about fitted probabilities of 0 or 1?, etc. We would need much more information (preferably a reproducible example) before we can help. Benjamin Godlove wrote:> Dear R developers, > > I have noticed a discrepancy between the coefficients returned by R's glm() > for logistic regression and SAS's PROC LOGISTIC. I am using dist = binomial > and link = logit for both R and SAS. I believe R uses IRLS whereas SAS uses > Fisher's scoring, but the difference is something like 100 SE on the > intercept. What accounts for such a huge difference? > > Thank you for your time. > > Ben Godlove > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
do you have factors (categorical variables) in the model? it could be just a parameterization difference. albyn On Thu, Nov 11, 2010 at 12:41:03PM -0500, Benjamin Godlove wrote:> Dear R developers, > > I have noticed a discrepancy between the coefficients returned by R's glm() > for logistic regression and SAS's PROC LOGISTIC. I am using dist = binomial > and link = logit for both R and SAS. I believe R uses IRLS whereas SAS uses > Fisher's scoring, but the difference is something like 100 SE on the > intercept. What accounts for such a huge difference? > > Thank you for your time. > > Ben Godlove > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Albyn Jones Reed College jones at reed.edu