R/WorkingResp.R

In WLogit: Variable Selection in High-Dimensional Logistic Regression Models using a Whitening Approach

Defines functions WorkingResp

Documented in WorkingResp

WorkingResp <-
function(y, Px, X, beta, intercept=0){
  pred <- X%*%beta+intercept
  temp <- pred+(y-Px)/(Px*(1-Px))
  temp[which(Px==1)]=pred[which(Px==1)]
  temp[which(Px==0)]=pred[which(Px==0)]
  
  return(unlist(temp))
}

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