What is your favorite free tool on Linux for multivariate logistic regression?
Possibilities I've seen:
- R (see paper). This question says use design.
- Can you use SciPy?
Other choices?
Do people have experience with large data?
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Sign up to join this communityWhat is your favorite free tool on Linux for multivariate logistic regression?
Possibilities I've seen:
Other choices?
Do people have experience with large data?
If you want to use Python, you can use the scikit-learn, which relies on Scipy. See the documentation for an example of the logistic regression:
http://scikit-learn.sourceforge.net/auto_examples/linear_model/plot_logistic_path.html
This implementation is based on liblinear, thus it scales reasonably well. In addition, it implements L1 and L2 penalization, for sparse or shrunk regression, when dealing with high-dimensional data.
R is a full statistical computing environment, featuring a programming language especially designed and optimized to this purpose and an enormous an high quality library tightly covering the whole are of data science. SciPy is just a BLAS for Python with some support to basic statistics.
I'm not sure, but i think PSPP does logistic regression. Not entirely certain if it can handle multivariate logistic regression.