[R] svyglm fit method?
tlumley at u.washington.edu
Fri Dec 19 04:21:07 CET 2008
On Thu, 18 Dec 2008, Corey Sparks wrote:
> Dear list,
> I am using svyglm in the survey library to fit a binomial logistic regression
> accounting for sample design. The documentation says the models are not fit by
> maximum likelihood, so my question is what is the fitting method? Pseudo
> likelihood? Generalized least squares? Thanks for any insight.
They are fitted by maximizing the Horvitz--Thompson estimator of the population loglikelihood. This may be what you mean by pseudo likelihood.
Operationally, the point estimates come from glm.fit() with the sampling weights as weights (the standard errors are different, of course).
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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