[R] Equivalence between lm and glm

[peter dalgaard]

On May 29, 2013, at 17:23 , Stefano Sofia wrote:

> 
> Dear R-users,
> in case of linear model,
> lm(Y ~ X)
> is equivalent to
> glm(Y ~ X, family=gaussian(link=identity))
> 
> In case of the exponential model
> lm(log(Y) ~ X)
> why
> glm(Y ~ X, family=gaussian(link=log))
> is not equivalent?

Y is assumed lognormal in one case, normal in the other.

> Is there an equivalent glm to lm(log(Y) ~ X)?
> 


Yes, glm(log(Y) ~ X, family=gaussian(link=identity))


-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com