[R] glim and gls

Frederico Zanqueta Poleto fred at poleto.com
Fri Oct 26 18:58:00 CEST 2001


First, I would like to thank your answear.

>> I would like to know if there is any package that allow us to fit
>> Generalized Linear Models via Maximum Likelihood and Linear Models using
>> Generalized Least Squarse in R as the functions glim and gls,
>> respectively, from S-Plus.

> The glm function for generalized linear models is available in the
> base package of R.  That is, you can use it any time you start R.  The
> gls function for generalized least squares fits is available in the
> nlme package for R.

The glm function fits GLM using Iterative Reweighted Least Squares (IRLS) 
and I need to do it via Maximum Likelihood.
Yes, I looked the package nlme and it has the function gls. Thanks.

>> Also, anybody know if there is any package that fit Log-Linear Models
>> using Generalized Least Squares?

> There is a package GLMMGibbs for fitting generalized linear mixed
> models.  I'm not sure if that is what you want.

No, GLMMGibbs fit GLMM via Gibbs Sampling, and again I need to do it via 
Geeralized Least Squares.

I could also use the function loglin, but it uses Iterative Proportional 

Best regards,
Frederico Zanqueta Poleto
fred at poleto.com
"It would be possible to describe everything scientifically, but it would 
make no sense; it would be without meaning, as if you described a 
Beethoven symphony as a variation of wave pressure." Albert Einstein

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