[R] how to fit a weighted logistic regression?
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Wed Dec 15 11:53:12 CET 2004
Kerry Bush wrote:
> I tried lrm in library(Design) but there is always
> some error message. Is this function really doing the
> weighted logistic regression as maximizing the
> following likelihood:
>
> \sum w_i*(y_i*\beta*x_i-log(1+exp(\beta*x_i)))
>
> Does anybody know a better way to fit this kind of
> model in R?
>
> FYI: one example of getting error message is like:
>
>>x=runif(10,0,3)
>>y=c(rep(0,5),rep(1,5))
>>w=rep(1/10,10)
>>fit=lrm(y~x,weights=w)
>
> Warning message:
> currently weights are ignored in model validation and
> bootstrapping lrm fits in: lrm(y ~ x, weights = w)
>
> although the model can be fit, the above output
> warning makes me uncomfortable. Can anybody explain
> about it a little bit?
The message means exactly what it says. Model validation in Design
currently cannot incorporate weights for lrm. Everything else is OK.
Frank Harrell
>
> Best wishes,
> Feixia
>
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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