Hello everyone, i would like to ask if everyone knows how to perfom a glm partial likelihood estimation in a time series whrere dependence exists.
lets say that i want to perform a logistic regression for binary data (0, 1) with binary responses which a re the previous days. for example: logistic<-glm(dat$Day~dat$Day1+dat$Day2, family=binomial(link="logit")) where dat$Day (0 or 1) is the current day and dat$Day1 is one day before (0 or 1). is it possible that R performs partial likelihood estimation automatically? thank you in advance Konstantinos Mammas -- View this message in context: http://r.789695.n4.nabble.com/Partial-Likelihood-tp4639159.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
