glmfit optimization algorithm?

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Joonnyong Lee
Joonnyong Lee on 27 Nov 2017
Answered: Bernhard Suhm on 12 Dec 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!

Answers (1)

Bernhard Suhm
Bernhard Suhm on 12 Dec 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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