check_infinite_estimates.glm {detectseparation} | R Documentation |

A simple diagnostic of whether the maximum likelihood estimates are infinite

```
## S3 method for class 'glm'
check_infinite_estimates(object, nsteps = 20, ...)
```

`object` |
the result of a |

`nsteps` |
starting from |

`...` |
currently not used. |

`check_infinite_estimates`

attempts to identify the occurrence
of infinite estimates in GLMs with binomial responses by
successively refitting the model. At each iteration the maximum
number of allowed IWLS iterations is fixed starting from 1 to
`nsteps`

(by setting `control = glm.control(maxit = j)`

,
where `j`

takes values 1, ..., nsteps in
`glm`

). For each value of `maxit`

, the estimated
asymptotic standard errors are divided to the corresponding ones
from `control = glm.control(maxit = 1)`

. Then, based on the
results in Lesaffre & Albert (1989), if the sequence of ratios in
any column of the resultant matrix diverges, then complete or
quasi-complete separation occurs and the maximum likelihood
estimate for the corresponding parameter has value minus or plus
infinity.

`check_infinite_estimates`

can also be used to identify the
occurrence of infinite estimates in baseline category logit models
for nominal responses (see `brmultinom`

from the
brglm2 R package), and adjacent category logit models for
ordinal responses (see `bracl`

from the
brglm2 R package).

An object of class `inf_check`

that has a `plot`

method.

A matrix inheriting from class `inf_check`

, with `nsteps`

rows and `p`

columns, where `p`

is the number of model
parameters. A `plot`

method is provided for `inf_check`

objects for the easy inspection of the ratios of the standard
errors.

For the definition of complete and quasi-complete separation, see Albert and Anderson (1984). Kosmidis and Firth (2021) prove that the reduced-bias estimator that results by the penalization of the logistic regression log-likelihood by Jeffreys prior takes always finite values, even when some of the maximum likelihood estimates are infinite. The reduced-bias estimates can be computed using the brglm2 R package.

Lesaffre, E., & Albert, A. (1989). Partial Separation in Logistic Discrimination. *Journal of the Royal Statistical Society. Series B (Methodological)*, **51**, 109-116

Kosmidis I. and Firth D. (2021). Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models. *Biometrika*, **108**, 71–82

`multinom`

,
`detect_separation`

,
`brmultinom`

,
`bracl`

```
## endometrial data from Heinze \& Schemper (2002) (see ?endometrial)
data("endometrial", package = "detectseparation")
endometrial_ml <- glm(HG ~ NV + PI + EH, data = endometrial,
family = binomial("probit"))
## clearly the maximum likelihood estimate for the coefficient of
## NV is infinite
(estimates <- check_infinite_estimates(endometrial_ml))
plot(estimates)
## Aligator data (Agresti, 2002, Table~7.1)
if (requireNamespace("brglm2", quietly = TRUE)) {
data("alligators", package = "brglm2")
all_ml <- brglm2::brmultinom(foodchoice ~ size + lake , weights = round(freq/3),
data = alligators, type = "ML", ref = 1)
## Clearly some estimated standard errors diverge as the number of
## Fisher scoring iterations increases
plot(check_infinite_estimates(all_ml))
## Bias reduction the brglm2 R packages can be used to get finite estimates
all_br <- brglm2::brmultinom(foodchoice ~ size + lake , weights = round(freq/3),
data = alligators, ref = 1)
plot(check_infinite_estimates(all_br))
}
```

[Package *detectseparation* version 0.2 Index]