Does 'fitglm' use least squares or maximum likelihood to form the fit?

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Richard
Richard 2020-9-23
评论： Richard 2020-9-28
When I run test code, it appears to me that 'fitglm' is using least squares and NOT maximum likelihood. Can you confirm?

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Pratyush Roy
Pratyush Roy 2020-9-28
The 'fitglm' function makes use of the “Iteratively Reweighted Least Squares” method to find the regression coefficients in the maximum likelihood stage of the function.
The MATLAB documentation link of 'fitglm' lists a few reference books which have more information regarding this:
http://www.mathworks.com/help/stats/fitglm.html
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Richard
Richard 2020-9-28
Thanks very much for the confirmation. I was surprised that the fitting method was not at least mentioned in the documentation (with references).

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