Does 'fitglm' use least squares or maximum likelihood to form the fit?

6 Ansichten (letzte 30 Tage)
When I run test code, it appears to me that 'fitglm' is using least squares and NOT maximum likelihood. Can you confirm?

Akzeptierte Antwort

Pratyush Roy
Pratyush Roy am 28 Sep. 2020
The 'fitglm' function makes use of the “Iteratively Reweighted Least Squares” method to find the regression coefficients in the maximum likelihood stage of the function.
The MATLAB documentation link of 'fitglm' lists a few reference books which have more information regarding this:
  1 Kommentar
Richard
Richard am 28 Sep. 2020
Thanks very much for the confirmation. I was surprised that the fitting method was not at least mentioned in the documentation (with references).

Melden Sie sich an, um zu kommentieren.

Weitere Antworten (0)

Produkte


Version

R2020a

Community Treasure Hunt

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

Start Hunting!

Translated by