[R] extract score vector and covariance matrix in glm package

David Winsemius dwinsemius at comcast.net
Mon Jan 24 05:30:32 CET 2011


On Jan 23, 2011, at 6:04 PM, Akram Khaleghei Ghosheh balagh wrote:

> Hello
> I am running a project but I encounter a problem . I would be happy
> to  receive help :
> problem:
> I have a binary dependent variable and some covariates logit(y)=a+bx 
> +cz .
> I   want to estimate the score vectors and their covariance by the  
> usage of
>   logit function and so glm in R .The vlaue of one of the  
> coefficient (
> like  b) is known previously and I want to extract a and c and  
> covariance
> matrix.

Several of your questions are answered on the help(glm) page (which  
also has worked examples). Fixed coefficients are handle with the  
offset arguments.

>   How could I do it?
>
> Thanks;
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT



More information about the R-help mailing list