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
Examples
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