Message-ID: <Pine.LNX.4.61.0411191524240.12516@gannet.stats>
Date: 2004-11-19T15:28:00Z
From: Brian Ripley
Subject: glm with Newton Raphson
In-Reply-To: <419E180C.7000408@fiocruz.br>
For canonical links they are the same thing (and the likelihood is
log-concave), but in general NR is a poor optimizer without at least
step-length adjustment.
MASS4 p.445 has an example of using a general optimizer for logistic
regression.
On Fri, 19 Nov 2004, Valeska Andreozzi wrote:
> Does anyone know if there is a function to find the maximum likelihood
> estimates of glm using Newton Raphson metodology instead of using IWLS.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595