Hello,
I have a bit of a tricky puzzle with trying to implement a logit model
as described in a paper.
The particular paper is on horseracing and they explain a model that is
a logit trained "per race", yet somehow the coefficients are combined
across all the training races to come up with a final set of coefficients.
My understanding is that they maximize log likelihood across the entire
set of training races. Yet this isn't just as standard logit model as
they are looking at data "per race".
This is a bit hard to explain, so I've attached a tiny pdf of the
paragraph from the paper explaining this.
Like everything else in the data/stat/econ world, there is probably a
library in R that does this kind of thing, but after 3 days of heavy
google research, I've been unable to find it.
Does anyone have any suggestions??
Thanks.
-N
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