[R] glim and gls

Thomas Lumley tlumley at u.washington.edu
Fri Oct 26 19:05:34 CEST 2001

On 26 Oct 2001, Frederico Zanqueta Poleto wrote:

> Douglas,
> 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.

IRLS *is* maximum likelihood for generalized linear models.


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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