[R] reference for logistic regression

[Douglas Bates]

On 10/11/07, Douglas Bates <bates at stat.wisc.edu> wrote:
> On 10/11/07, darteta001 at ikasle.ehu.es <darteta001 at ikasle.ehu.es> wrote:
> > Dear list, first accept my apologies for asking a non-R question.
>
> > Can anyone point me to a good reference on logistic regression? web or
> > book references would be great. I am interested in the use and
> > interpretation of dummy variables and prediction models.
> > I checked the contributed section in the CRAN homepage but could not
> > find anything (Julian Faraway´s "practical Regression and ANOVA using
> > R" does not cover logistic regression)
>
> The wikipedia article on logistic regression
> (http://en.wikipedia.org/wiki/Logistic_regression) contains a brief
> description and some references.  Statisticians often consider
> logistic regression to be an example of a more general class of models
> called generalized linear models, which is why the R function to fit a
> logistic regression model is called glm.  There is a link in the
> logistic regression wikipedia article to the generalized linear model
> article.
>
> Whenever you use wikipedia you should be cautious of the quality of
> the information in the articles.  Generally the articles are good as a
> brief introduction but they can and do contain errors so you should
> check important facts and not take them at face value.  A person in
> one of my classes asked about the standard deviation and I suggested
> that they look at the wikipedia article on the topic.  Then I looked
> at it myself and saw that one of the things mentioned is that the
> standard deviation of the Cauchy distribution is undefined, which is
> true, but the reason given is because E[X] is undefined, which is not
> true.

As several people have pointed out to me privately, I'm the one
spreading misinformation, not the authors of the wikipedia article.
My, apparently faulty, recollection was that E[X] was defined (because
the density is symmetric) but E[X^2] was not defined.  It looks like I
need to review some elementary properties of distributions and
integrals.

Note to self: Don't respond to mailing list postings until fully caffinated.