Re: [R] maximum likelihood method to fit a model

From: Patrizio Frederic <frederic.patrizio_at_gmail.com>
Date: Wed, 23 Jul 2008 12:40:27 +0200

dear Silvia,
quoting Venables WN and Ripley DB (1994) Modern Applied Statistics with S-plus, sringer, pag 185:

"Since explicit expressions for the maximum likelihood estimators are not usually available estimates MUST be calculate iteratively"

means that glm.fit performs MLE indirectly and efficiently.

Hope it's help

regards

PF

2008/7/23 silvia narduzzi <narduzzi_at_asplazio.it>:
> 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?
>
> Thanks
>
>
>
> Silvia Narduzzi
> Dipartimento di Epidemiologia
> ASL RM E
> Via di S. Costanza, 53
> 00198 Roma
> Tel +39 06 83060461
> Mail narduzzi_at_asplazio.it
>
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 23 Jul 2008 - 11:42:10 GMT

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