glm with Newton Raphson
Dear Roger and Valeska, I have example that uses Newton-Raphson for logistic regression in my R and S-PLUS Companion that might be of help. It's in the chapter script at <http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/Ch8-script.txt> (the function lreg). See also the notes at <http://socserv.socsci.mcmaster.ca/jfox/Courses/S-course/Topic-4.pdf>. I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox --------------------------------
-----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Roger D. Peng Sent: Friday, November 19, 2004 10:22 AM To: Valeska Andreozzi Cc: r-help at stat.math.ethz.ch Subject: Re: [R] glm with Newton Raphson There are some examples of how to approach this in Modern Applied Statistics with S, 4th ed. (chap. 16) by Venebles & Ripley. It's not Newton-Raphson but I think the code can be adapted. -roger Valeska Andreozzi wrote:
Hi, Does anyone know if there is a function to find the maximum
likelihood
estimates of glm using Newton Raphson metodology instead of
using IWLS.
Thanks Valeska Andreozzi -------------------------------------------------------- Department of Epidemiology and Quantitative Methods FIOCRUZ
- National
School of Public Health Tel: (55) 21 2598 2872 Rio de Janeiro - Brazil
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-- Roger D. Peng http://www.biostat.jhsph.edu/~rpeng/
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