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Some explanations about the IWLS algorithm to fit generalized linear models

Abstract : This short note focuses on the estimation procedure, an iterative weighted least square method, generally used for generalized linear models.
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https://hal.archives-ouvertes.fr/hal-01577698
Contributor : Christophe Dutang Connect in order to contact the contributor
Submitted on : Sunday, August 27, 2017 - 9:50:41 PM
Last modification on : Wednesday, January 24, 2018 - 6:21:09 PM

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GLM-fitting-method.pdf
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Distributed under a Creative Commons Attribution - NonCommercial 4.0 International License

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  • HAL Id : hal-01577698, version 1

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Christophe Dutang. Some explanations about the IWLS algorithm to fit generalized linear models. 2017. ⟨hal-01577698⟩

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