[R] glm with Newton Raphson

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Nov 19 16:28:00 CET 2004

For canonical links they are the same thing (and the likelihood is 
log-concave), but in general NR is a poor optimizer without at least 
step-length adjustment.

MASS4 p.445 has an example of using a general optimizer for logistic 

On Fri, 19 Nov 2004, Valeska Andreozzi wrote:

> Does anyone know if there is a function to find the maximum likelihood 
> estimates of glm using Newton Raphson metodology instead of using IWLS.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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