[R] how to fit a weighted logistic regression?

[Frank E Harrell Jr]

Kerry Bush wrote:
> I tried lrm in library(Design) but there is always
> some error message. Is this function really doing the
> weighted logistic regression as maximizing the
> following likelihood:
> 
> \sum w_i*(y_i*\beta*x_i-log(1+exp(\beta*x_i)))
> 
> Does anybody know a better way to fit this kind of
> model in R?
> 
> FYI: one example of getting error message is like:
> 
>>x=runif(10,0,3)
>>y=c(rep(0,5),rep(1,5))
>>w=rep(1/10,10)
>>fit=lrm(y~x,weights=w)
> 
> Warning message: 
> currently weights are ignored in model validation and
> bootstrapping lrm fits in: lrm(y ~ x, weights = w) 
> 
> although the model can be fit, the above output
> warning makes me uncomfortable. Can anybody explain
> about it a little bit?

The message means exactly what it says.  Model validation in Design 
currently cannot incorporate weights for lrm.  Everything else is OK.

Frank Harrell

> 
> Best wishes,
> Feixia
> 
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-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University