[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
estimates.)
--
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
More information about the R-help
mailing list