Dear all, I am using glm function in order to estimate a logit model i.e. glm(Y ~ data[,2] + data[,3], family = binomial(link = "logit")). I also created a function that estimates logit model and I would like it to compare it with the glm function. So, does anyone know what optimizer or optimization method glm uses in order to derive the result? Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/glm-probit-logit-optimizer-tp4645141.html Sent from the R help mailing list archive at Nabble.com.
Dimitris.Kapetanakis <dimitrios.kapetanakis <at> gmail.com> writes:> I am using glm function in order to estimate a logit model i.e. glm(Y ~ > data[,2] + data[,3], family = binomial(link = "logit")). > > I also created a function that estimates logit model and I would like it to > compare it with the glm function. > > So, does anyone know what optimizer or optimization method glm uses in order > to derive the result?Iteratively reweighted least squares. If you need the gory details, look at the code of glm.fit() by typing glm.fit