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MultBiplotR (version 23.11.0)

RidgeBinaryLogisticFit: Fits a binary logistic regression with ridge penalization

Description

This function fits a logistic regression between a dependent variable y and some independent variables x, and solves the separation problem in this type of regression using ridge regression and penalization.

Usage

RidgeBinaryLogisticFit(y, xd, freq, tolerance = 1e-05, maxiter = 100, penalization = 0.2)

Value

The parameters of the fit

Arguments

y

A vector with the values of the dependent variable

xd

A matrix with the independent variables

freq

Frequencies of each pattern

tolerance

Tolerance for the iterations.

maxiter

Maximum number of iterations for convergenc~

penalization

Penalization used in the diagonal matrix to avoid singularities.

Author

Jose Luis Vicente Villardon

Details

Fits a binary logistic regression with ridge penalization

See Also

RidgeBinaryLogistic

Examples

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