Compute log likelihood after fitting the GLM?

I am playing around with a toy general linear model (GLM) with MATLAB glmfit.
X=[1;2;3;4];
y=[1.1;2.2;3.5;4.9];
[b, dev, stats] = glmfit(X, y);
How should I compute the log likelihood of the data? I want to do
y_fit = glmval(b, X, 'identity');
ll = nansum(log(normpdf(y, y_fit, sigma)));
But how to find sigma, the standard deviation of the Gaussian?

回答 (0 件)

カテゴリ

ヘルプ センター および File ExchangeMATLAB についてさらに検索

質問済み:

2015 年 6 月 9 日

編集済み:

2015 年 6 月 9 日

Community Treasure Hunt

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

Start Hunting!

Translated by