Re: [R] Fast logistic regression

From: Frank E Harrell Jr (feh3k@spamcop.net)
Date: Fri 26 Dec 2003 - 00:30:43 EST

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Message-id: <20031225083043.7fce48ca.feh3k@spamcop.net>

On Thu, 25 Dec 2003 11:53:40 +0900
Masahiko AIDA <maida@umich.edu> wrote:

> Is there any faster implementation of logistic regression
> than glm function in base package in R?
>
> I am working on simulation study and discovered glm fitting part is the
> bottle neck of my program.
>
> -Masahiko

For this purpose (e.g., bootstrapping model fits using the bootcov
function) I use the lrm.fit function in the Design package. It assumes
the model matrix is already created and that there are no NAs.

Frank

---
Frank E Harrell Jr   Professor and Chair           School of Medicine
                     Department of Biostatistics   Vanderbilt University
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