[R] maximum likelihood method to fit a model

Peter Dalgaard p.dalgaard at biostat.ku.dk
Wed Jul 23 13:05:46 CEST 2008

silvia narduzzi wrote:
> Dear R users,
> I use the glm() function to fit a generalized linear model with gamma distribution function and log link.
> I have read in the help page that the default method used by R is "glm.fit" (iteratively reweighted least squares, IWLS). 
> Is it possible to use maximum likelihood method?
Same thing.... (Well, one is an algorithm, the other a principle, but in 
GLMs, successful application of IRLS leads to the maximum likelihood 

   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907

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