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

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

Respuesta aceptada

Pratyush Roy
Pratyush Roy el 28 de Sept. de 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 comentario
Richard
Richard el 28 de Sept. de 2020
Thanks very much for the confirmation. I was surprised that the fitting method was not at least mentioned in the documentation (with references).

Iniciar sesión para comentar.

Más respuestas (0)

Categorías

Más información sobre Hypothesis Tests en Help Center y File Exchange.

Productos


Versión

R2020a

Community Treasure Hunt

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

Start Hunting!

Translated by