0
$\begingroup$

I'm making a model using a dataset with 290 observations, about 140 events, and five categorical variables in addition to one continuous variable (Days). There is also one interaction between one categorical variable and the continuous variable. Here are the results:

glm(formula = Quantified ~ List.Downlist + Days + Region + Vert.Invert.Plant + 
New.Regs * Days, family = binomial(link = "logit"), data = df2)

Deviance Residuals: 
    Min       1Q   Median       3Q      Max  
-2.8002  -0.9193  -0.5522   0.9584   2.8144  

Coefficients:
                          Estimate Std. Error z value Pr(>|z|)    
(Intercept)                 -146.00183   49.36678  -2.957  0.00310 ** 
List.DownlistListing           0.95739    0.31218   3.067  0.00216 ** 
Days                           0.04008    0.01370   2.925  0.00344 ** 
Region2                        1.88350    0.54812   3.436  0.00059 ***
Region3                        0.49631    0.71742   0.692  0.48906    
Region4                        0.53235    0.45920   1.159  0.24634    
Region5                        1.18442    0.72693   1.629  0.10324    
Region6                        1.66902    0.54333   3.072  0.00213 ** 
Region7                        2.10745    1.04591   2.015  0.04391 *  
Region8                        0.92876    0.50820   1.828  0.06762 .  
RegionForeign                  0.36371    0.64169   0.567  0.57086    
Vert.Invert.PlantPlant         0.93983    0.42213   2.226  0.02599 *  
Vert.Invert.PlantVertebrate    1.17106    0.37779   3.100  0.00194 ** 
New.RegsBefore Regs          141.82501   49.27381   2.878  0.00400 ** 
Days:New.RegsBefore Regs      -0.03918    0.01371  -2.858  0.00426 ** 
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 399.19  on 290  degrees of freedom
Residual deviance: 324.46  on 276  degrees of freedom
AIC: 354.46

Number of Fisher Scoring iterations: 5

The coefficient for the variable "New.Regs" is huge, which gives me the sense that something is wrong. Perhaps overfitting? Or is overfitting not a problem because this is an explanatory and not a predictive model? Also, the New.Regs variable has two levels (Before/After). After has only 39 observations, with 22 of those being events.

The range for Days is 0-3810, and the observations for After all take place after day 3500.

Also, any advice on model evaluation in general would be much appreciated.

$\endgroup$
3
  • 5
    $\begingroup$ This is often a symptom of complete separation. You can see a little discussion at the GLMM FAQ here. $\endgroup$
    – aosmith
    Commented Aug 25, 2020 at 18:36
  • 1
    $\begingroup$ Another problem could be the scaling of the variables. Have you tried to normalize the continuous covariates? $\endgroup$
    – J.C.Wahl
    Commented Aug 25, 2020 at 19:52
  • 3
    $\begingroup$ “Or is overfitting not a problem because this is an explanatory and not a predictive model?”. This is the right kind of thinking. There is a distinction between descriptive statistics and inferential statistics (which would include predicting), and overfitting is more relevant in inferential statistics. $\endgroup$ Commented Aug 25, 2020 at 21:13

0

Browse other questions tagged or ask your own question.