Iteratively re-weighted least squares for logistic regression re-examined: coping with nonlinear transformations and model-dependent heteroskedasticity. The common pattern of generalized linear models and IRWLS. Binomial and Poisson regression. The extension to generalized additive models.
Reading: Notes, first half of chapter 13; Faraway, section 3.1, chapter 6
Posted at February 28, 2012 10:30 | permanent link