I've built a logistic model to predict a binary response. I've got four categorical predictors. One of them (posicion) has 6 levels, 3 of which occur not too frequently and are ALWAYS (by definition) associated to one of the response values. Data size is 1690.
I reckon I'm dealing with a problem of separation. As you can see below those levels yield huge coefficients and standard errors.
Call:
glm(formula = transitividad ~ posicion + destinatario + hablante +
nse + posicion:destinatario + posicion:hablante, family = binomial(logit),
data = df)
Deviance Residuals:
Min 1Q Median 3Q Max
-2.4983 -0.9403 0.3624 0.6893 1.6018
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -0.57275 0.13782 -4.156 3.24e-05 ***
posicionV-FNA 3.64830 0.32424 11.252 < 2e-16 ***
posicionFNA-V 2.09234 0.28554 7.328 2.34e-13 ***
posicionFNA-V-FNA 18.31802 782.51098 0.023 0.98132
posicionV-FNA-FNA 18.46375 1793.54833 0.010 0.99179
posicionFNA-FNA-V 18.43491 1972.14578 0.009 0.99254
destinatarioOHS 0.11269 0.15836 0.712 0.47668
hablanteCHI 0.37117 0.15853 2.341 0.01922 *
nsensm -0.38546 0.12454 -3.095 0.00197 **
posicionV-FNA:destinatarioOHS -0.79024 0.37067 -2.132 0.03302 *
posicionFNA-V:destinatarioOHS -0.31599 0.35033 -0.902 0.36707
posicionFNA-V-FNA:destinatarioOHS -0.04929 876.43494 0.000 0.99996
posicionV-FNA-FNA:destinatarioOHS -0.20989 2241.50910 0.000 0.99993
posicionFNA-FNA-V:destinatarioOHS -0.11269 2789.03530 0.000 0.99997
posicionV-FNA:hablanteCHI -0.90119 0.32300 -2.790 0.00527 **
posicionFNA-V:hablanteCHI -1.01920 0.32988 -3.090 0.00200 **
posicionFNA-V-FNA:hablanteCHI -0.32472 791.68545 0.000 0.99967
posicionV-FNA-FNA:hablanteCHI -0.36725 2241.26181 0.000 0.99987
posicionFNA-FNA-V:hablanteCHI -0.46440 2787.42986 0.000 0.99987
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 2181.5 on 1689 degrees of freedom
Residual deviance: 1625.5 on 1671 degrees of freedom
AIC: 1663.5
Number of Fisher Scoring iterations: 16
I've tried using the ‘brglm’ package but, although coefficients got lower I get some warnings I don not know how to interpret (see below). I have ruled out ridge or lasso regression because they do not provide p values, SE or CI. I'd like to know whether it's ok to follow this path or I'm completely wrong.
non-integer #successes in a binomial glm!
brglmFit: algorithm did not converge
brglmFit: fitted probabilities numerically 0 or 1 occurred
Call:
glm(formula = transitividad ~ posicion + destinatario + hablante +
nse + posicion:destinatario + posicion:hablante, family = binomial(logit),
data = df, method = "brglmFit", type = "AS_mean")
Deviance Residuals:
Min 1Q Median 3Q Max
-2.4798 -0.9426 0.3697 0.6946 1.5983
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -5.721e-01 1.377e-01 -4.156e+00 3.24e-05 ***
posicionV-FNA 3.599e+00 3.192e-01 1.128e+01 < 2e-16 ***
posicionFNA-V 2.067e+00 2.843e-01 7.272e+00 3.54e-13 ***
posicionFNA-V-FNA 4.531e+00 1.394e+00 3.251e+00 0.00115 **
posicionV-FNA-FNA 5.377e+14 3.025e+07 1.778e+07 < 2e-16 ***
posicionFNA-FNA-V 9.852e+14 3.355e+07 2.936e+07 < 2e-16 ***
destinatarioOHS 1.126e-01 1.583e-01 7.110e-01 0.47687
hablanteCHI 3.696e-01 1.585e-01 2.332e+00 0.01968 *
nsensm -3.784e-01 1.239e-01 -3.055e+00 0.00225 **
posicionV-FNA:destinatarioOHS -7.647e-01 3.660e-01 -2.089e+00 0.03668 *
posicionFNA-V:destinatarioOHS -3.087e-01 3.492e-01 -8.840e-01 0.37672
posicionFNA-V-FNA:destinatarioOHS 8.656e-01 1.713e+00 5.050e-01 0.61340
posicionV-FNA-FNA:destinatarioOHS 1.880e+14 3.844e+07 4.891e+06 < 2e-16 ***
posicionFNA-FNA-V:destinatarioOHS 3.879e+01 4.745e+07 0.000e+00 1.00000
posicionV-FNA:hablanteCHI -8.975e-01 3.209e-01 -2.797e+00 0.00515 **
posicionFNA-V:hablanteCHI -1.010e+00 3.293e-01 -3.067e+00 0.00216 **
posicionFNA-V-FNA:hablanteCHI -5.387e-01 1.712e+00 -3.150e-01 0.75301
posicionV-FNA-FNA:hablanteCHI -1.880e+14 3.844e+07 -4.891e+06 < 2e-16 ***
posicionFNA-FNA-V:hablanteCHI -5.662e+04 4.745e+07 -1.000e-03 0.99905
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 2181.5 on 1689 degrees of freedom
Residual deviance: 1628.5 on 1671 degrees of freedom
AIC: 1666.5
Number of Fisher Scoring iterations: 100
df here.
brglm
thinks you do. $\endgroup$