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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
