[R] maximum likelihood method to fit a model

[Patrizio Frederic]

dear Silvia,
quoting Venables WN and Ripley DB (1994) Modern Applied Statistics
with S-plus, sringer, pag 185:

"Since explicit expressions for the maximum likelihood estimators are
not usually available estimates MUST be calculate iteratively"

means that glm.fit performs MLE indirectly and efficiently.

Hope it's help

regards

PF


2008/7/23 silvia narduzzi <narduzzi at asplazio.it>:
> Dear R users,
> I use the glm() function to fit a generalized linear model with gamma distribution function and log link.
> I have read in the help page that the default method used by R is "glm.fit" (iteratively reweighted least squares, IWLS).
> Is it possible to use maximum likelihood method?
>
> Thanks
>
>
>
> Silvia Narduzzi
> Dipartimento di Epidemiologia
> ASL RM E
> Via di S. Costanza, 53
> 00198 Roma
> Tel  +39 06 83060461
> Mail  narduzzi at asplazio.it
>
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