[R] glm questions

Rolf Turner rolf at math.unb.ca
Tue Mar 16 16:15:06 CET 2004


David Firth wrote (in response to a question from Paul Johnson):

> On the more general point: yes, if all that students need to know is 
> OLS, Poisson rate models and logistic regression, then GLM is overkill. 

	I couldn't agree less.  The glm (not GLM!) framework gives a
	coherence to the structure and changes a collection of ad hoc
	(and thereby essentially meaningless cook-book) techniques
	into a single meaningful technique:

	A parameter (the mean) of a distribution is a transformation
	of a linear function of some predictors.  One seeks to
	estimate the linear coefficients via maximum likelihood.  In
	a broad array of circumstances the maximization can be
	carried out by the glm() function (using iteratively
	reweighted least squares).  The process is quick and
	efficient and the notation is about as transparent as can be
	imagined.

					cheers,

						Rolf Turner
						rolf at math.unb.ca




More information about the R-help mailing list