Comparison Of General And Generalized Linear Models

From Handwiki
General linear model Generalized linear model
Typical estimation method Least squares, best linear unbiased prediction Maximum likelihood or Bayesian
Special cases ANOVA, ANCOVA, MANOVA, MANCOVA, linear regression, mixed model
Function in R lm() glm()
Function in Matlab mvregress() glmfit()
Procedure in SAS PROC GLM, PROC MIXED PROC GENMOD, PROC GLIMMIX, PROC LOGISTIC (for regression with categorical variables)
Command in Stata regress glm
Command in SPSS regression, glm genlin, logistic regression
Function in Wolfram Language & Mathematica LinearModelFit[][1] GeneralizedLinearModelFit[][2]
Command in EViews ls[3] glm[4]
  1. ↑ LinearModelFit, Wolfram Language Documentation Center.
  2. ↑ GeneralizedLinearModelFit, Wolfram Language Documentation Center.
  3. ↑ ls, EViews Help.
  4. ↑ glm, EViews Help.

References

  • McCullagh, Peter; Nelder, John (1989). Generalized Linear Models, Second Edition. Boca Raton: Chapman and Hall/CRC. ISBN 0-412-31760-5. 





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