Alternative Computational Methods for Estimation of Logit Model Parameters.
MINNESOTA UNIV ST PAUL DEPT OF APPLIED STATISTICS
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In this paper we compare three different computational approaches for maximum likelihood estimation in logit situations iterative proportional fitting, iteratively reweighted least squares as implemented in GLIM , a variant of Newtons method applied in a somewhat different form for loglinear and logit formulations.
- Statistics and Probability