Comparison of general and generalized linear models
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General linear model | Generalized linear model | |
---|---|---|
Typical estimation method | Least squares, best linear unbiased prediction | Maximum likelihood or Bayesian |
Special cases | ANOVA, ANCOVA, MANOVA, MANCOVA, ordinary linear regression, mixed model, t-test, F-test | linear regression, logistic regression, Poisson regression |
Function in R | lm() | glm() |
Function in Matlab | mvregress() | glmfit() |
Procedure in SAS | PROC GLM, PROC MIXED | PROC GENMOD (PROC LOGISTIC for logistic regression only) |
Command in Stata | regress | glm |
Function in Mathematica | LinearModelFit[] | GeneralizedLinearModelFit[] |