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iusly
2009 Jun 07
1
One rather theoretical question about fitting algorithm
Hi,
What I'm trying to achieve is very fast algorithm for fitting logistic
regression model. I have to estimate regression coeficients using
about 10k observations. Once I have coefficients estimated, new 100
rows of data becomes available.... Now I need to reestimate
coeficients using 100 newly arrived observations and removing 100
oldest observations.
So, my question is would it be