Logit / ms

Hello,

I am looking for a routine to do a logistic regression.  In the book
"Modern Applied Statistics with S-PLUS" a function is described which
uses the 'ms' command.  Is there an analogue for R, or an alternative
approach that can accomplish the same thing?

Well, you want the upcoming fourth edition, which just happens to have a
version for R:

logitreg <- function(x, y, wt = rep(1, length(y)),
               intercept = T, start = rep(0, p), ...)
{
  fmin <- function(beta, X, y, w) {
      p <- plogis(X %*% beta)
      -sum(2 * w * ifelse(y, log(p), log(1-p)))
  }
  gmin <- function(beta, X, y, w) {
      eta <- X %*% beta; p <- plogis(eta)
      -2 * matrix(w *dlogis(eta) * ifelse(y, 1/p, -1/(1-p)), 1) %*% X
  }
  if(is.null(dim(x))) dim(x) <- c(length(x), 1)
  dn <- dimnames(x)[[2]]
  if(!length(dn)) dn <- paste("Var", 1:ncol(x), sep="")
  p <- ncol(x) + intercept
  if(intercept) {x <- cbind(1, x); dn <- c("(Intercept)", dn)}
  if(is.factor(y)) y <- (unclass(y) != 1)
  fit <- optim(start, fmin, gmin, X = x, y = y, w = wt,
               method = "BFGS", ...)
  names(fit$par) <- dn
  cat("\nCoefficients:\n"); print(fit$par)
  # R: use fit$value and fit$convergence
  cat("\nResidual Deviance:", format(fit$value), "\n")
  if(fit$convergence > 0)
      cat("\nConvergence code:", fit$convergence, "\n")
  invisible(fit)
}

options(contrasts = c("contr.treatment", "contr.poly"))
X <- model.matrix(terms(low ~ ., data=bwt), data = bwt)[, -1]
logitreg(X, bwt$low)


Don't totally overlook glm, though.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._