glmfit optimization algorithm?

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Joonnyong Lee
Joonnyong Lee 2017 年 11 月 27 日
回答済み: Bernhard Suhm 2017 年 12 月 12 日
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!

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Bernhard Suhm
Bernhard Suhm 2017 年 12 月 12 日
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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