Skip to main content
fixed typos, improved formatting
Source Link
Scortchi
  • 32.9k
  • 9
  • 105
  • 300

Be careful with this warning messengermessage from R. Take a look at this blog post , by Andrew Gelman, and you will see that it is not always a problem of perfect separation, but sometimes a bug with glmglm. It seems that if the starting values are too far from the maximum likelihood-likelihood estimate, it blows up. So, check first with anotherother software, like Stata.

If you really have this problem, you may try to use Bayesian modeling, with informative priors.

But in practice I just get rid of the predictors causing the trouble, because I don't know how to pick an informative prior. But I guess there is a paper by Gelman about using informative prior when you have this problem of perfect separation problem. Just google it. Maybe you should give it a try.

Be careful with this warning messenger from R. Take a look at this blog post , by Andrew Gelman, and you will see that it is not always a problem of perfect separation, but sometimes a bug with glm. It seems that if the starting values are too far from the maximum likelihood estimate, it blows up. So, check first with another software, like Stata.

If you really have this problem, you may try to use Bayesian modeling, with informative priors.

But in practice I just get rid of the predictors causing the trouble, because I don't know how to pick an informative prior. But I guess there is a paper by Gelman about using informative prior when you have this problem of perfect separation problem. Just google it. Maybe you should give it a try.

Be careful with this warning message from R. Take a look at this blog post by Andrew Gelman, and you will see that it is not always a problem of perfect separation, but sometimes a bug with glm. It seems that if the starting values are too far from the maximum-likelihood estimate, it blows up. So, check first with other software, like Stata.

If you really have this problem, you may try to use Bayesian modeling, with informative priors.

But in practice I just get rid of the predictors causing the trouble, because I don't know how to pick an informative prior. But I guess there is a paper by Gelman about using informative prior when you have this problem of perfect separation problem. Just google it. Maybe you should give it a try.

Source Link
Manoel Galdino
  • 1.9k
  • 1
  • 12
  • 18

Be careful with this warning messenger from R. Take a look at this blog post , by Andrew Gelman, and you will see that it is not always a problem of perfect separation, but sometimes a bug with glm. It seems that if the starting values are too far from the maximum likelihood estimate, it blows up. So, check first with another software, like Stata.

If you really have this problem, you may try to use Bayesian modeling, with informative priors.

But in practice I just get rid of the predictors causing the trouble, because I don't know how to pick an informative prior. But I guess there is a paper by Gelman about using informative prior when you have this problem of perfect separation problem. Just google it. Maybe you should give it a try.