[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.
> Best wishes,
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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