Darren Callaghan wrote:

> - How do you calculate initial estimates for the Beta (coefficient)
> values? I've hard coded initial estimates and found values which
> either always cause divergence or always converge to the same answer.

I run a discriminant analysis (a multiple linear regression with the
0/1 variable as the response).
 
> - What's the best measure to use as a test for stopping the
> iterations? I've been looking at the change in R-squared from the
> linear regression result.

I look at largest percent change in any of the regression
coefficients. An ill-defined model might have its Rsq be stable
while the coefficients were still jumping around.
.
.
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