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From: "Arvind Iyer" <aiyer@ict.usc.edu>
Newsgroups: comp.soft-sys.matlab
Subject: Generalized Linear Model approaches in MATLAB
Date: Sat, 6 Dec 2008 01:31:02 +0000 (UTC)
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I need to fit a generalized linear model (more specifically a Generalized Additive Model) in the following situation: 100-d input data and 1-d output data, 1000-10000 data points, input data are NOT Gaussian distributed and show significant correlation.

I am more interested in obtaining the smooth functions of the general additive model than I am in actual predictions.

1. Will using glmfit help? How can I specify the number of smooth functions I want to estimate? I would prefer these smooth functions to be returned as linear filters.

2. Alternatively, is an Neural Networks-based radial-basis-function approach helpful?

3. Suggestions of any other functions, file exchange submissions will be greatly appreciated.