Some explanations about the IWLS algorithm to fit generalized linear models

Christophe Dutang ()
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Christophe Dutang: LMM - Laboratoire Manceau de Mathématiques - UM - Le Mans Université

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Abstract: This short note focuses on the estimation procedure, an iterative weighted least square method, generally used for generalized linear models.

Keywords: Generalized Linear Models; Estimation; Algorithm (search for similar items in EconPapers)
Date: 2017-08-26
Note: View the original document on HAL open archive server: https://hal.science/hal-01577698
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Citations: View citations in EconPapers (4)

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