Some explanations about the IWLS algorithm to fit generalized linear models

Preprints, Working Papers, ... Year : 2017

(1)

Christophe Dutang

Laboratoire Manceau de Mathématiques

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

Generalized Linear Models Estimation Algorithm

Applications [stat.AP] Computation [stat.CO] Statistics [math.ST] Computational Finance [q-fin.CP]

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https://hal.science/hal-01577698

Submitted on : Sunday, August 27, 2017-9:50:41 PM

Last modification on : Monday, March 18, 2024-3:36:06 PM

hal-01577698 , version 1 (27-08-2017)

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

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