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In this question, it's explained how the intercept is fit under normal linear regression. It is given that it is calculated using

$$\beta_0 = \bar{y} - \sum_{j=1}^p \hat{\beta}_j \bar{x}_j$$

How is this done in the logistic case, because surely $\bar{y}$ is nothing sensible that should be used?

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  • $\begingroup$ there's no formula that gives the intercept term for a logistic regression in the general case. Rather, the intercept, along with the other parameters, is estimated via an iterative method. The same is true for regularized logistic regression like glmnet. $\endgroup$ Apr 25, 2023 at 21:36

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