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carlislerainey / logit-model.R
Last active August 29, 2015 14:06
A function to estimate a logit model given X and y.
# define log-likelihood function
ll.logit <- function(beta, y, X) {
p <- plogis(X%*%beta)
loglik <- sum(y*log(p)) + sum((1 - y)*log(1 - p))
return(loglik)
}
# optimize
logit <- function(y, X) {
init.par <- rep(0, ncol(X))