Hi Thomas, Using box-constrained optimizer in glm.fit is a good suggestion for finding the point estimates. However, there is still the issue of making inference, i.e., computing the variances and p-values for the estimates. You have to deal with the issue of MLE possibly being on the boundary. Asymptotic distribution of MLE estimators will not be normal in the case of convergence at the boundary. This is a difficult problem.
Best, Ravi ------------------------------------------------------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
