[R] Logistic Regression Fitting with EM-Algorithm
Robin Aly
r.aly at ewi.utwente.nl
Mon Jan 10 21:08:09 CET 2011
Dear Ted,
sorry for being unclear. Let me try again.
I indeed have no knowledge about the value of the response variable for
any object.
Instead, I have a data frames of explanatory variables for
each object. For example,
x1 x2 x3
1 4.409974 2.348745 1.9845313
2 3.809249 2.281260 1.9170466
3 4.229544 2.610347 0.9127431
4 4.259644 1.866025 1.5982859
5 4.001306 2.225069 1.2551570
...
, and I want to model a regression model of the form y ~ x1 + x2 + x3.
From prior information I know that all coefficients are approximately
Gaussian distributed around one and the same for the intercept around
-10. Now I think there must be a package which estimates the
coefficients more precisely by fitting the logistic regression function
to the data without knowledge of the response variable (similar to
fitting Gaussians in a mixture model where the class labels are unknown).
I looked at the flexmix package but this seems to "only" find
dependencies in the data assuming the presence of some training data.
I also found some evidence In Magder1997 (see below) that such an
algorithm exists, however from the documented math I can't apply the
method to my problem.
Thanks in advance,
Best Regards
Robin
Magder, L. S. & Hughes, J. P. Logistic Regression When the Outcome Is
Measured with Uncertainty American Journal of Epidemiology, 1997, 146,
195-203
On 01/04/2011 12:36 AM, (Ted Harding) wrote:
> On 03-Jan-11 14:02:21, Robin Aly wrote:
>> Hi all,
>> is there any package which can do an EM algorithm fitting of
>> logistic regression coefficients given only the explanatory
>> variables? I tried to realize this using the Design package,
>> but I didn't find a way.
>>
>> Thanks a lot& Kind regards
>> Robin Aly
> As written, this is a strange question! You imply that you
> do not have data on the response (0/1) variable at all,
> only on the explanatory variables. In that case there is
> no possible estimate, because that would require data on
> at least some of the values of the response variable.
>
> I think you should explain more clearly and explicitly what
> the information is that you have for all the variables.
>
> Ted.
>
> --------------------------------------------------------------------
> E-Mail: (Ted Harding)<ted.harding at wlandres.net>
> Fax-to-email: +44 (0)870 094 0861
> Date: 03-Jan-11 Time: 23:36:56
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