myLogistic: Logistic Regression Fitting

In stacyste/RegressionPkg: Performs Common Regression Analyses (Lasso, Ridge, PCA, OLS)

Description

This function performs the logistic regression of Y on X and returns the coeffients. No intercept term is assumed

Usage

myLogistic(X, Y)

Arguments

X	an n x p matrix of explanatory variables
Y	an n dimensional vector of binary responses

Value

A list of the logistic betas and their respective standard errors

Examples

set.seed(18274)
n <- 500
p <- 4
X    <- matrix(rnorm(n * p), nrow = n)
beta <- c(12, -2,-3, 4)
Y    <- 1 * (runif(n) <  1 / (1 + exp(-(X %*% beta))))
logistic_beta <- myLogistic(X, Y)
logistic_beta

stacyste/RegressionPkg documentation built on Nov. 24, 2019, 5:12 p.m.