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 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >-- Roger D. Peng http://www.biostat.jhsph.edu/~rpeng/
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 regression. 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
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