Displaying 2 results from an estimated 2 matches for "ttment".
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2009 Mar 17
2
bigglm() results different from glm()
...very basic toy example to compare the results of bigglm() against a
glm() call. Consider the following code:
> require(biglm)
> options(digits=6, scipen=3, contrasts = c("contr.treatment",
"contr.poly"))
> dat=data.frame(y =c(rpois(50000, 10),rpois(50000, 15)),
ttment=gl(2,50000))
> m1 <- glm(y~ttment, data=dat, family=poisson(link="log"))
> m1big <- bigglm(y~ttment , data=dat, family=poisson(link="log"))
> summary(m1)
<snipped output for this email>
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(...
2009 Jul 03
2
bigglm() results different from glm()
...:20 -0700 (PDT)
This is a surprisingly interesting problem that took a while to debug,
because the computations all seemed correct.
Your model hasn't converged yet. You can get the right answer either by
running longer:
/> summary(m1big_longer) /
Large data regression model: bigglm(y ~ ttment, data = dat, family =
poisson(link = "log"),
chunksize = 100000, maxit = 20)
Sample size = 100000
Coef (95% CI) SE p
(Intercept) 2.304 2.301 2.307 0.001 0
ttment2 0.405 0.401 0.408 0.002 0
or supplying starting values:
/> summary(m1big_started) /
Large data reg...