search for: nbcas

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2007 Jan 06
2
negative binomial family glm R and STATA
Dear Lister, I am facing a strange problem fitting a GLM of the negative binomial family. Actually, I tried to estimate theta (the scale parameter) through glm.nb from MASS and could get convergence only relaxing the convergence tolerance to 1e-3. With warning messages: glm1<-glm.nb(nbcas~.,data=zonesdb4,control=glm.control(epsilon = 1e-3)) There were 25 warnings (use warnings() to see them) > warnings() Warning messages: 1: iteration limit reached in: theta.ml(Y, mu, n, w, limit = control$maxit, trace = control$trace > ... 2: NaNs produced in: sqrt(1/i) etc.... The esti...