[R] how to fit a weighted logistic regression?

Frank E Harrell Jr f.harrell at vanderbilt.edu
Wed Dec 15 11:53:12 CET 2004

Kerry Bush wrote:
> I tried lrm in library(Design) but there is always
> some error message. Is this function really doing the
> weighted logistic regression as maximizing the
> following likelihood:
> \sum w_i*(y_i*\beta*x_i-log(1+exp(\beta*x_i)))
> Does anybody know a better way to fit this kind of
> model in R?
> FYI: one example of getting error message is like:
> Warning message: 
> currently weights are ignored in model validation and
> bootstrapping lrm fits in: lrm(y ~ x, weights = w) 
> although the model can be fit, the above output
> warning makes me uncomfortable. Can anybody explain
> about it a little bit?

The message means exactly what it says.  Model validation in Design 
currently cannot incorporate weights for lrm.  Everything else is OK.

Frank Harrell

> Best wishes,
> Feixia
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Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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