[R] Non-negativity constraint for logistic regression

Thomas thomas.debray at gmail.com
Wed Dec 21 19:25:02 CET 2011

Dear R users,

I am currently attempting to fit logistic regression models in R, where
the slopes should be restricted to positive values. Although I am aware
of the package nnls (which does the trick for linear regression models),
I did not find any solution for logistic regression. If there is any
package available for this purpose, I would be interested to know them.

Alternatively, I realize it is possible to optimize a specialized
likelihood function that does the trick. Although I know how to optimize
the log-likelihood of logistic regression models, I am not sure how to
implement non-negativity constraints for slope parameters without
messing up the Newton optimization. Therefore, I am also interested in
solutions for this problem.

Best regards,

Thomas Debray

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