Partial Likelihood

Hello everyone,

i would like to ask if everyone knows how to perfom a glm partial likelihood
estimation in a time series whrere dependence exists.

lets say that i want to perform a logistic regression for binary data (0, 1)
with binary responses which a re the previous days.

for example:


logistic<-glm(dat$Day~dat$Day1+dat$Day2, family=binomial(link="logit"))

where dat$Day (0 or 1) is the current day  and dat$Day1 is one day before (0
or 1).

is it possible that R performs partial likelihood estimation automatically?


thank you in advance

Konstantinos Mammas




--
View this message in context: http://r.789695.n4.nabble.com/Partial-Likelihood-tp4639159.html
Sent from the R help mailing list archive at Nabble.com.