What does GLM mean in Mathematics?

This page is about the meanings of the acronym/abbreviation/shorthand GLM in the Academic & Science field in general and in the Mathematics terminology in particular.

Generalized Linear Model

Academic & Science » Mathematics

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Submitted by paul8539 on June 27, 2008

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Definition

What does GLM mean?

Generalized linear model
In statistics, the generalized linear model (GLM) is a flexible generalization of ordinary linear regression that allows for response variables that have error distribution models other than a normal distribution. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value. Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression. They proposed an iteratively reweighted least squares method for maximum likelihood estimation of the model parameters. Maximum-likelihood estimation remains popular and is the default method on many statistical computing packages. Other approaches, including Bayesian approaches and least squares fits to variance stabilized responses, have been developed.

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