On 21/12/2011 18:26, t...@netstorm.be wrote:
Dear R users,
I am currently attempting to fit logistic regression models in R, where
the slopes should be restricted to positive values. Although I am aware
I guess non-negative, as in the subject line, so there actually is a
solution.
of the package nnls (which does the trick for linear regression models),
I did not find any solution for logistic regression. If there is any
package available for this purpose, I would be interested to know them.
Alternatively, I realize it is possible to optimize a specialized
likelihood function that does the trick. Although I know how to optimize
the log-likelihood of logistic regression models, I am not sure how to
implement non-negativity constraints for slope parameters without
messing up the Newton optimization. Therefore, I am also interested in
solutions for this problem.
There is an example of this in the 'Optimization' chapter of MASS (the
book, page 445 to be precise). You simply use an optimizer with box
constraints: see ?optim and ?nlminb, for example.
Best regards,
Thomas Debray
--
Brian D. Ripley, rip...@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
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