logit: estimate a logistic regression

In genvar: An Imperative Library for Data Manipulation

Description

estimate a logistic regression

Usage

logit(y, x, subset = NULL, weights = NULL, linkfunc = "logit", ...)

Arguments

y	name of the dependent variable
x	names of the independent variables in varlist format, either "x1 x2 x3" or if it is a single variable it does not need to be quoted.
subset	conditions to run the command only of a subset of the data (analogous to "if" statements in Stata)
weights	the name of a variable to use for weights in estimation
linkfunc	specify the linking function (logit, by default). Can set to "probit" to do probit estimation or use probit (which is equivalent).
...	other options to pass to glm

Value

b coefficient vector

V covariance matrix of coefficients

Examples

library(plm)
data(Produc)
use(Produc, clear=TRUE)
gen(empmedian, emp > median(emp))
r = logit(empmedian, unemp)
r

genvar documentation built on Jan. 21, 2020, 9:07 a.m.