RidgeBinaryLogisticFit function

Fits a binary logistic regression with ridge penalization

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.

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

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.

Details

Fits a binary logistic regression with ridge penalization

Returns

The parameters of the fit

Author(s)

Jose Luis Vicente Villardon

See Also

RidgeBinaryLogistic

Examples

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