[R] glm with Newton Raphson

[John Fox]

Dear Roger and Valeska,

I have example that uses Newton-Raphson for logistic regression in my R and
S-PLUS Companion that might be of help. It's in the chapter script at
<http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/Ch8-script.txt> (the
function lreg). See also the notes at
<http://socserv.socsci.mcmaster.ca/jfox/Courses/S-course/Topic-4.pdf>.

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Roger D. Peng
> Sent: Friday, November 19, 2004 10:22 AM
> To: Valeska Andreozzi
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] glm with Newton Raphson
> 
> There are some examples of how to approach this in Modern 
> Applied Statistics with S, 4th ed. (chap. 16) by Venebles & 
> Ripley.  It's not Newton-Raphson but I think the code can be adapted.
> 
> -roger
> 
> Valeska Andreozzi wrote:
> > Hi,
> > 
> > Does anyone know if there is a function to find the maximum 
> likelihood 
> > estimates of glm using Newton Raphson metodology instead of 
> using IWLS.
> > 
> > Thanks
> > Valeska Andreozzi
> > 
> > --------------------------------------------------------
> > Department of Epidemiology and Quantitative Methods FIOCRUZ 
> - National 
> > School of Public Health
> > Tel: (55) 21 2598 2872
> > Rio de Janeiro - Brazil
> > 
> > ______________________________________________
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> 
> --
> Roger D. Peng
> http://www.biostat.jhsph.edu/~rpeng/
> 
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