Dear all, I am using glm function in order to estimate a logit model i.e. glm(Y ~ data[,2] + data[,3], family = binomial(link = "logit")). I also created a function that estimates logit model and I would like it to compare it with the glm function. So, does anyone know what optimizer or optimization method glm uses in order to derive the result? Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/glm-probit-logit-optimizer-tp4645141.html Sent from the R help mailing list archive at Nabble.com.
glm (probit/logit) optimizer
2 messages · Dimitris.Kapetanakis, Ben Bolker
Dimitris.Kapetanakis <dimitrios.kapetanakis <at> gmail.com> writes:
I am using glm function in order to estimate a logit model i.e. glm(Y ~ data[,2] + data[,3], family = binomial(link = "logit")). I also created a function that estimates logit model and I would like it to compare it with the glm function. So, does anyone know what optimizer or optimization method glm uses in order to derive the result?
Iteratively reweighted least squares. If you need the gory details, look at the code of glm.fit() by typing glm.fit