Learn R Programming

glm2 (version 1.2.1)

glm2-package: Fitting Generalized Linear Models

Description

Fits generalized linear models using the same model specification as glm in the stats package, but with a modified default fitting method. The method provides greater stability for models that may fail to converge using glm.

Arguments

Details

Package: glm2
Type: Package
Version: 1.2.1
License: GPL (>=2)
LazyData: true

There are two functions in the package, glm2 and glm.fit2. The glm2 function fits generalized linear models using the same model specification as glm in the stats package. It is identical to glm except for minor modifications to change the default fitting method. The glm.fit2 function provides the default fitting method for glm2. It is identical to glm.fit in the stats package, except for modifications to the computational method that provide more stable convergence. Normally only glm2 would be called directly, although like glm.fit, glm.fit2 can be called directly. It can also be passed to glm as an alternative fitting method, using the method argument. See Marschner (2011) for a discussion of the need for a modified fitting method.

References

Marschner, I.C. (2011) glm2: Fitting generalized linear models with convergence problems. The R Journal, Vol. 3/2, pp.12-15.