[R] Exact logistic regression

vito muggeo vito.muggeo at giustizia.it
Fri Mar 7 08:28:15 CET 2003

> Hello:
> Is there a function that will do exact logistic regressions along the
> line of LogXact?

No, as far as I know, there is no package to perform exact logistic
regression (namely calculate the complete permutational distribution of the
statistics of interest conditional on the ancillary statistics of the
nuisance parameters).
An alternative approach could be to perform "high order asymptotics", i.e.
saddlepoint approximation. There is a S-Plus library by Alessandra Brazzale
that does the work. Unfortunately I don't remember her URL. However note
that if the ML estimates do not exist, even the saddlepoint approximation
doesn't work.


> Thanks,
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