changing method of estimation in GLM
ATANU <ata.sonu <at> gmail.com> writes:
can anyone tell me how can i control the method of estimation (i.e. scoring method or Newton raphson method) in glm and compute deviance function ?
I don't think you can; you would have to write your own, although you
can take advantage of the framework of the current glm() [for interpreting
formulas, etc.]: see the "method" argument in ?glm.
You might also find
install.packages("sos"); library("sos"); findFn("glm newton-raphson")
helpful; it finds a few special cases (logistic regression via Newton-Raphson)
in the logistf and glmmAK packages.