[R] logistic regression / MASS / ms --> optim(method="L-BFGS-B") translation

Christoph Hampel c.hampel at gmx.net
Fri Mar 1 18:10:07 CET 2002


Hi folks!

I am a newbie using R and I have a problem as follows:

I'd like to use R for a logistic model. I found the MASS.3rd/p.269 using
the in S-PLUS implemented function "ms" that is not available in R. 
I've heard that instead of "ms" or the equal "nlminb" the
"optim(method="L-BFGS-B")" can be used. But it is not easy for me to
translate the term from

fit<-ms(~fmin(x,y,wt,beta),start=list(beta=start),trace=trace,...)

into

fit<-optim(....., method="L-BFGS-B",  ...   ....  ...... )

to get the model descibed in MASS running in R! 

Thanks to everyone who can help me.

Best, Chris

Christoph Hampel - c.hampel at gmx.net
Ingolstadt, School of Business, Germany


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