Warning: non-integer #successes in a binomial glm! (survey packages)
There is nothing wrong, computationally, but statistically you may not be doing something that makes much sense. In such a case, it is probably better to use a robust regression method, which is generally a good idea for proportional response data if your data include units with exactly 1 or exactly 0.
Like @HoongOoi said, glm.fit
with binomial
family expects integer counts and throws a warning otherwise; if you want non-integer counts, use quasi-binomial
. The rest of my answer compares these.
Quasi-binomial in R for glm.fit
is exactly the same as binomial
for the coefficient estimates (as mentioned in comments by @HongOoi) but not for the standard errors (as mentioned in the comment by @nograpes).
Comparison of source code
A diff on the source code of stats::binomial
and stats::quasibinomial
shows the following changes:
- the text "binomial" becomes "quasibinomial"
- the aic function returns NA instead of the calculated AIC
and the following removals:
- setting outcomes to 0 when weights = 0
- check on integrality of weights
simfun
function to simulate data
Only simfun
could make a difference, but the source code of glm.fit
shows no use of that function, unlike other fields in the object returned by stats::binomial
such as mu.eta
and link
.
Minimal working example
The results from using quasibinomial
or binomial
are the same for the coefficients in this minimal working example:
library('MASS')
library('stats')
gen_data <- function(n=100, p=3) {
set.seed(1)
weights <- stats::rgamma(n=n, shape=rep(1, n), rate=rep(1, n))
y <- stats::rbinom(n=n, size=1, prob=0.5)
theta <- stats::rnorm(n=p, mean=0, sd=1)
means <- colMeans(as.matrix(y) %*% theta)
x <- MASS::mvrnorm(n=n, means, diag(1, p, p))
return(list(x=x, y=y, weights=weights, theta=theta))
}
fit_glm <- function(family) {
data <- gen_data()
fit <- stats::glm.fit(x = data$x,
y = data$y,
weights = data$weights,
family = family)
return(fit)
}
fit1 <- fit_glm(family=stats::binomial(link = "logit"))
fit2 <- fit_glm(family=stats::quasibinomial(link = "logit"))
all(fit1$coefficients == fit2$coefficients)
Comparison with the quasibinomial probability distribution
This thread suggests that the quasibinomial distribution is different from the binomial distribution with an additional parameter phi
. But they mean different things in statistics and in R
.
First, no place in the source code of quasibinomial
mentions that additional phi
parameter.
Second, a quasiprobability is similar to a probability, but not a proper one. In this case, one cannot compute the term (n \choose k) when the numbers are non-integers, although one could with the Gamma function. This may be a problem for the definition of the probability distribution but is irrelevant for estimation, as the term (n choose k) do not depend on the parameter and fall out of optimisation.
The log-likelihood estimator is:
The log-likelihood as a function of theta with the binomial family is:
where the constant is independent of the parameter theta, so it falls out of optimisation.
Comparison of standard errors
The standard errors calculated by stats::summary.glm
use a different dispersion value for the binomial
and quasibinomial
families, as mentioned in stats::summary.glm:
The dispersion of a GLM is not used in the fitting process, but it is needed to find standard errors. If
dispersion
is not supplied orNULL
, the dispersion is taken as1
for thebinomial
andPoisson
families, and otherwise estimated by the residual Chisquared statistic (calculated from cases with non-zero weights) divided by the residual degrees of freedom....
cov.unscaled
: the unscaled (dispersion = 1
) estimated covariance matrix of the estimated coefficients.
cov.scaled
: ditto, scaled bydispersion
.
Using the the above minimal working example:
summary1 <- stats::summary.glm(fit1)
summary2 <- stats::summary.glm(fit2)
print("Equality of unscaled variance-covariance-matrix:")
all(summary1$cov.unscaled == summary2$cov.unscaled)
print("Equality of variance-covariance matrix scaled by `dispersion`:")
all(summary1$cov.scaled == summary2$cov.scaled)
print(summary1$coefficients)
print(summary2$coefficients)
shows the same coefficients, same unscaled variance-covariance matrix, and different scaled variance-covariance matrices:
[1] "Equality of unscaled variance-covariance-matrix:"
[1] TRUE
[1] "Equality of variance-covariance matrix scaled by `dispersion`:"
[1] FALSE
Estimate Std. Error z value Pr(>|z|)
[1,] -0.3726848 0.1959110 -1.902317 0.05712978
[2,] 0.5887384 0.2721666 2.163155 0.03052930
[3,] 0.3161643 0.2352180 1.344133 0.17890528
Estimate Std. Error t value Pr(>|t|)
[1,] -0.3726848 0.1886017 -1.976042 0.05099072
[2,] 0.5887384 0.2620122 2.246988 0.02690735
[3,] 0.3161643 0.2264421 1.396226 0.16583365
There's nothing wrong, glm
is just picky when it comes to specifying binomial (and Poisson) models. It warns if it detects that the no. of trials or successes is non-integral, but it goes ahead and fits the model anyway. If you want to suppress the warning (and you're sure it's not a problem), use family=quasibinomial
instead.