[R] glim and gls

[Frederico Zanqueta Poleto]

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.
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 
Fitting.

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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