From sw283 at maths.bath.ac.uk  Tue Apr 11 16:55:17 2006
From: sw283 at maths.bath.ac.uk (Simon Wood)
Date: Tue, 11 Apr 2006 15:55:17 +0100 (BST)
Subject: [Rd] gaussian family change suggestion
In-Reply-To: <Pine.LNX.4.64.0604111518210.10306@gannet.stats.ox.ac.uk>
References: <mailman.9.1144749603.14828.r-devel@r-project.org>
	<Pine.LNX.4.56.0604111441331.29929@thoth.maths.bath.ac.uk>
	<Pine.LNX.4.64.0604111518210.10306@gannet.stats.ox.ac.uk>
Message-ID: <Pine.LNX.4.56.0604111542570.29929@thoth.maths.bath.ac.uk>

> > Currently the `gaussian' family's initialization code signals an error if
> > any response data are zero or negative and a log link is used. Given that
> > zero or negative response data are perfectly legitimate under the GLM
> > fitted using `gaussian("log")', this seems a bit unsatisfactory. Might
> > it be worth changing it?
>
> Well, that's not really true: it says it is unable to find starting
> values, and asks you to provide some.  I don't really see why your choices
> are satisfactory: what happens if all the data are negative for example?

- then the suggested code traps it.

>
> We could try even harder, but code that is almost never used tends to get
> broken whilst no one is testing it.  So if you want to pursue it I think
> we need a comprehensive test suite.

- well, I guess, but I wouldn't have thought that zeros in data modelled
using `gaussian("log")' is such a rare occurance is it? [Or did you mean
that `gaussian("log")' is almost never used, and should hence be kept
simple].

I suppose there are arguments both ways...

best,
Simon

>
> > The current offending code from `gaussian' is:
> >
> > initialize = expression({
> >            n <- rep.int(1, nobs)
> >            if (is.null(etastart) && is.null(start) && is.null(mustart) &&
> >                ((family$link == "inverse" && any(y == 0)) ||
> >                  (family$link == "log" && any(y <= 0)))) stop(
> >              "cannot find valid starting values: please specify some")
> >            mustart <- y
> >        })
> >
> > A possible replacement would be ...
> >
> > initialize = expression({
> >            n <- rep.int(1, nobs)
> >            if (is.null(etastart) && is.null(start) && is.null(mustart) &&
> >                ((family$link == "inverse" && all(y == 0)) ||
> >                  (family$link == "log" && all(y <= 0)))) stop(
> >      "cannot find valid starting values: please specify some")
> >        mustart <- y
> >      if (family$link=="log") {
> >        iy <- y<=0
> >        if (sum(iy)) mustart[iy] <- min(y[!iy])*.5
> >      } else if (family$link=="inverse") {
> >        iy <- y==0
> >        if (sum(iy)) mustart[iy] <- min(abs(y[!iy]))*.5
> >      }
> >        })
> >
> > best,
> > Simon
> >
> >
> >> - Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
> >> -             +44 (0)1225 386603         www.maths.bath.ac.uk/~sw283/
> >
> > ______________________________________________
> > R-devel at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
> >
> >
>
> --
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>



[Rd] gaussian family change suggestion
Simon Wood