Re: Summary of Robust Regression Algorithms

Kent E. Holsinger (kent@darwin.eeb.uconn.edu)
07 Jan 1998 07:50:09 -0500


>>>>> "Brian" == Prof Brian Ripley <ripley@stats.ox.ac.uk> writes:

Brian> My best example of this not knowing the literature is the
Brian> Hauck-Donner (1977) phenomenon: a small t-value in a
Brian> logistic regression indicates either an insignificant OR a
Brian> very significant effect, but step.glm assumes the first,
Brian> and I bet few users of glm() stop to think.

All right I confess. This is a new one for me. Could some one explain
the Hauck-Donner effect to me? I understand that the t-values from
glm() are a Wald approximation and may not be terribly reliable, but I
don't understand how a small t-value could indicate "either an
insignificant OR a very significant effect."

Thanks for the help. It's finding gems like these that make this group
so extraordinarily valuable.

Kent

-- 
Kent E. Holsinger                Kent@Darwin.EEB.UConn.Edu
                                 http://darwin.eeb.uconn.edu
-- Department of Ecology & Evolutionary Biology          
-- University of Connecticut, U-43                                       
-- Storrs, CT   06269-3043