Re: [R] Non-negativity constraints for logistic regression

2011-12-22 Thread Ravi Varadhan
Hi Thomas, Using box-constrained optimizer in glm.fit is a good suggestion for finding the point estimates. However, there is still the issue of making inference, i.e., computing the variances and p-values for the estimates. You have to deal with the issue of MLE possibly being on the boundar

Re: [R] Non-negativity constraints for logistic regression

2011-12-22 Thread tw
> Dear R users, > I am currently attempting to fit logistic regression models in R, where > the slopes should be restricted to positive values. Although I am aware >> I guess non-negative, as in the subject line, so there actually is a solution. Indeed, I meant non-negative, zero slopes are also p

Re: [R] Non-negativity constraints for logistic regression

2011-12-21 Thread Prof Brian Ripley
On 21/12/2011 18:26, t...@netstorm.be wrote: Dear R users, I am currently attempting to fit logistic regression models in R, where the slopes should be restricted to positive values. Although I am aware I guess non-negative, as in the subject line, so there actually is a solution. of the p

[R] Non-negativity constraints for logistic regression

2011-12-21 Thread tw
Dear R users, I am currently attempting to fit logistic regression models in R, where the slopes should be restricted to positive values. Although I am aware of the package nnls (which does the trick for linear regression models), I did not find any solution for logistic regression. If there is an