glmfit optimization algorithm?

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Joonnyong Lee
Joonnyong Lee el 27 de Nov. de 2017
Respondida: Bernhard Suhm el 12 de Dic. de 2017
Hello, I'm trying to understand what optimization algorithm is used in the glmfit function to produce the output. I wanted to know if it uses least-squares method, numerical optimization, etc... (i.e. how the coefficients are updated such that the predicted value becomes closer to the actual value) Can you please let me know where I can find this information? Thank you!

Respuestas (1)

Bernhard Suhm
Bernhard Suhm el 12 de Dic. de 2017
glmfit uses Fisher's scoring method, performing Maximum likelihood estimates with an iteratively reweighted least-squares algorithm (see https://en.wikipedia.org/wiki/Generalized_linear_model, or the original paper by McCullagh & Helder).

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