[R] Help with Logit Model

Noah Silverman noah at smartmediacorp.com
Thu Aug 6 20:48:22 CEST 2009


I have a bit of a tricky puzzle with trying to implement a logit model 
as described in a paper.

The particular paper is on horseracing and they explain a model that is 
a logit trained "per race", yet somehow the coefficients are combined 
across all the training races to come up with a final set of coefficients.

My understanding is that they maximize log likelihood across the entire 
set of training races. Yet this isn't just as standard logit model as 
they are looking at data "per race".

This is a bit hard to explain, so I've attached a tiny pdf of the 
paragraph from the paper explaining this.

Like everything else in the data/stat/econ world, there is probably a 
library in R that does this kind of thing, but after 3 days of heavy 
google research, I've been unable to find it.

Does anyone have any suggestions??



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