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RE: st: RE: General linear Model


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: General linear Model
Date   Fri, 10 Feb 2006 11:30:36 -0000

Many statistical people would be very happy to see John Nelder
knighted, but alas not to date. 

So, at most, Professor John Nelder, not Sir John. 

I think the key distinctions lie in what is allowed 
in terms of error structure. 

Nick 
[email protected] 

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of 
> Joseph Coveney
> Sent: 10 February 2006 11:22
> To: Statalist
> Subject: RE: st: RE: General linear Model
> 
> 
> Nick Cox wrote:
> 
> Historically the abbreviation -glim- (or more
> precisely GLIM) was used for software implementing
> generalized l.m.s (sensu Nelder and Wedderburn).
> 
> My guess is that -glm- was used in Stata as a
> slightly different name precisely to avoid any
> inference (implication, too) that -glm- matched
> GLIM one-to-one, which it certainly did not.
> 
> But if Joe Hilbe is watching he can beat guessing
> and tell us why he chose that name.
> 
> --------------------------------------------------------------
> ------------------
> 
> I thought that users of other statistical software packages 
> (SAS and SPSS
> excepted) also use GLM to stand for generalized linear model. 
>  For example,
> the quote below is excerpted from a post to the S-Plus list.  
> I've seen the
> initialism used in this manner on GenStat's list, as well, 
> and I believe
> even by Sir John Nelder posting there.  At least one source
> ( www.ucalgary.ca/infoserve/Vol8.6/glim.html ) states GLIM to 
> stand for
> Generalised Linear Interactive Modeling.
> 
> And while we're at it, just what is a general linear model, 
> anyway?  I've
> always understood it as SAS's commercial (marketing) term for "linear
> model," that is, a distinction without a difference.  Am I missing
> something?
> 
> Joseph Coveney
> 
> "As you are not in the SAS world here, be aware that the G in 
> glm and gam is
> `generalized' not `general' (SAS's GLM merely highlights that 
> for many years
> it was incapable of fitting a linear model with factors and continuous
> variables)."
> 
> (Prof. Brian D. Ripley, posted May 29, 1999, archived at
> www.biostat.wustl.edu/archives/ html/s-news/1999-05/msg00321.html )
> 
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