glm with Newton Raphson

There are some examples of how to approach this in Modern Applied 
Statistics with S, 4th ed. (chap. 16) by Venebles & Ripley.  It's not 
Newton-Raphson but I think the code can be adapted.

-roger
Hi,

Does anyone know if there is a function to find the maximum likelihood 
estimates of glm using Newton Raphson metodology instead of using IWLS.

Thanks
Valeska Andreozzi

--------------------------------------------------------
Department of Epidemiology and Quantitative Methods
FIOCRUZ - National School of Public Health
Tel: (55) 21 2598 2872
Rio de Janeiro - Brazil

______________________________________________
R-help at stat.math.ethz.ch mailing list
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Roger D. Peng
http://www.biostat.jhsph.edu/~rpeng/
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.

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
Hi,

Does anyone know if there is a function to find the maximum likelihood 
estimates of glm using Newton Raphson metodology instead of using IWLS.

Thanks
Valeska Andreozzi

--------------------------------------------------------
Department of Epidemiology and Quantitative Methods
FIOCRUZ - National School of Public Health
Tel: (55) 21 2598 2872
Rio de Janeiro - Brazil
Dear Roger and Valeska,

I have example that uses Newton-Raphson for logistic regression in my R and
S-PLUS Companion that might be of help. It's in the chapter script at
<http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/Ch8-script.txt> (the
function lreg). See also the notes at
<http://socserv.socsci.mcmaster.ca/jfox/Courses/S-course/Topic-4.pdf>.

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
--------------------------------
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch 
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Roger D. Peng
Sent: Friday, November 19, 2004 10:22 AM
To: Valeska Andreozzi
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] glm with Newton Raphson

There are some examples of how to approach this in Modern 
Applied Statistics with S, 4th ed. (chap. 16) by Venebles & 
Ripley.  It's not Newton-Raphson but I think the code can be adapted.

-roger

Valeska Andreozzi wrote:
Hi,

Does anyone know if there is a function to find the maximum 
likelihood 
estimates of glm using Newton Raphson metodology instead of 
using IWLS.
Thanks
Valeska Andreozzi

--------------------------------------------------------
Department of Epidemiology and Quantitative Methods FIOCRUZ 
- National 
School of Public Health
Tel: (55) 21 2598 2872
Rio de Janeiro - Brazil

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! 
http://www.R-project.org/posting-guide.html

--
Roger D. Peng
http://www.biostat.jhsph.edu/~rpeng/

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! 
http://www.R-project.org/posting-guide.html