[R] The glm object and the QR method

R.E. Darnell R.E.Darnell at newcastle.ac.uk
Mon Jun 28 15:42:00 CEST 1999

Having tried (with some success) to use an alternative to the QR
decomposition method for fitting generalised linear models by adapting
the glm and glm.fit functions, I have noticed (to be honest, become
frustrated with) how glm function and its dependents keep referencing
qr lists. For example the glm.summary has the surprising line

 covmat.unscaled <- chol2inv(object$qr$qr[p1, p1, drop = FALSE])

which seems to be an odd way of delivering the parameter
(co)variance matrix. 
Within the glm.fit function  itself, much of the code is "QR specific".

Call me pedantic, but does anyone else consider that the glm function
should be more omnibus?.

Ross Darnell
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