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)
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. |
Fits a binary logistic regression with ridge penalization
The parameters of the fit
Jose Luis Vicente Villardon
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