Filter löschen
Filter löschen

glmfit optimization algorithm?

1 Ansicht (letzte 30 Tage)
Joonnyong Lee
Joonnyong Lee am 27 Nov. 2017
Beantwortet: Bernhard Suhm am 12 Dez. 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!

Antworten (1)

Bernhard Suhm
Bernhard Suhm am 12 Dez. 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).

Kategorien

Mehr zu Linear and Nonlinear Regression finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by