[R] Fast logistic regression

[Frank E Harrell Jr]

On Thu, 25 Dec 2003 11:53:40 +0900
Masahiko AIDA <maida at umich.edu> wrote:

> Is there any faster implementation of logistic regression
> than glm function in base package in R?
> 
> I am working on simulation study and discovered glm fitting part is the
> bottle neck of my program.
> 
> -Masahiko

For this purpose (e.g., bootstrapping model fits using the bootcov
function) I use the lrm.fit function in the Design package.  It assumes
the model matrix is already created and that there are no NAs.

Frank

---
Frank E Harrell Jr   Professor and Chair           School of Medicine
                     Department of Biostatistics   Vanderbilt University