Path: news.mathworks.com!not-for-mail
From: "Tom Lane" <tlane@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Generalized Linear Model approaches in MATLAB
Date: Fri, 5 Dec 2008 22:26:00 -0500
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>I need to fit a generalized linear model (more specifically a Generalized 
>Additive Model)
...
> 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.

Arvind, glmfit will not help here.  Generalized linear models are a 
different type of generalization than generalized additive models.
A generalized linear model relates a parametric linear function to a 
transformed parameter of the response distribution.  For example, it might 
model the log of the mean of a response with a Poisson distribution.  These 
aren't nonparametric functions like GAM would provide.

It's possible that classregtree could help.  It's a different approach to 
nonparametric regression.  I don't have any other suggestions right now 
within the Statistics Toolbox.

-- Tom