[R] glm (probit/logit) optimizer
bbolker at gmail.com
Fri Oct 5 14:48:50 CEST 2012
Dimitris.Kapetanakis <dimitrios.kapetanakis <at> gmail.com> writes:
> I am using glm function in order to estimate a logit model i.e. glm(Y ~
> data[,2] + data[,3], family = binomial(link = "logit")).
> I also created a function that estimates logit model and I would like it to
> compare it with the glm function.
> So, does anyone know what optimizer or optimization method glm uses in order
> to derive the result?
Iteratively reweighted least squares.
If you need the gory details, look at the code of glm.fit() by typing
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