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Australasian Biometrics and New Zealand Statistical Association Joint Conference 2001
December 10-13, 2001
Park Royal Hotel
Christchurch, New Zealand

Organizers
David Baird, Dave Saville, Harold Henderson, Peter Johnstone, Marco Reale, Irene Hudson, Julian Visch, Roger Littlejohn

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A new algorithm for fitting generalized linear model
by
Dongwen Luo
The Institute of Information Sciences & Technology, Massey University, NZ
Coauthors: Graham Wood, Geoff Jones

The familiar geometry of linear models is extended to generalized linear models. Observations are viewed as a vector in a finite dimensional space, and the space is split into two orthogonal parts, a sufficiency space and an auxiliary space. The model surface straddles these spaces and their properties during maximum likelihood fitting are drawn out. A new algorithm for finding the maximum likelihood estimator for a generalized linear model is described using the geometry.

Date received: September 4, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cahg-94.