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A Simple Justification of the Iterative Fitting Procedure for Generalized Linear Models
Journal article   Peer reviewed

A Simple Justification of the Iterative Fitting Procedure for Generalized Linear Models

Stephen L. Hillis and Charles S. Davis
The American statistician, Vol.48(4), pp.288-289
11/01/1994
DOI: 10.1080/00031305.1994.10476082

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Abstract

The extension of classical linear models to generalized linear models has had an important unifying impact on the exposition, teaching, and practice of statistical modeling. This article gives a new and simple justification of the commonly used iteratively reweighted least squares procedure for obtaining maximum likelihood parameter estimates.
Fisher scoring Iteratively reweighted least squares

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