[R] Partial Likelihood

doctoratza mammas_k at live.com
Sat Aug 4 12:55:56 CEST 2012


Hello everyone,

i would like to ask if everyone knows how to perfom a glm partial likelihood
estimation in a time series whrere dependence exists.

lets say that i want to perform a logistic regression for binary data (0, 1)
with binary responses which a re the previous days.

for example:


logistic<-glm(dat$Day~dat$Day1+dat$Day2, family=binomial(link="logit"))

where dat$Day (0 or 1) is the current day  and dat$Day1 is one day before (0
or 1).

is it possible that R performs partial likelihood estimation automatically?


thank you in advance

Konstantinos Mammas




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