Have a Question?
Phone: +1 (888) 4279486
+1 (312) 2573777
Contact Us
GLM_GUESS
Returns an array of cells for the initial (nonoptimal) guess of the model's parameters.
Syntax
GLM^{i}_GUESS(Y, X, Phi, Lvk)
Y
is the response or the dependent variable data array (one dimensional array of cells (e.g. rows or columns)).
X
is the independent variables data matrix, such that each column represents one variable.
Phi
is the GLM dispersion paramter. Phi is only meaningful for Binomial (1/batch or trial size) and for Guassian (variance).
Distribution  PHI 

Gaussian  Variance 
Poisson  1.0 
Binomial  Reciprocal of the batch/trial size) 
Lvk
is the link function that describes how the mean depends on the linear predictor (1=Identity (default), 2=Log, 3=Logit, 4=Probit, 5=LogLog).
Link  Description 

1  Identity (residuals ~ Normal distribution) 
2  Log (residuals ~ Poisson distribution) 
3  Logit (residuals ~ Binomial distribution) 
4  Probit(residuals ~ Binomial distribution) 
5  Complementary loglog (residuals ~ Binomial distribution) 
Remarks
 The underlying model is described here.
 GLM_GUESS returns an array of size equal number of betas plus one (Phi).
 The number of rows in response variable (Y) must be equal to number of rows of the explanatory variables (X).

For GLM with Poisson distribution,
 The values of response variable must be nonnegative integers.
 The value of the dispersion factor (Phi) must be either missing or equal to one.

For GLM with Binomial distribution,
 The values of the response varaible must be nonnegative fractions between zero and one, inclusive.
 The value of the dispersion factor (Phi) must be a positive fraction (greater than zero, and less than one).
 For GLM with Guassian distribution, the dispersion factor (Phi) value must be either missing or positive.
Files Examples
References
 Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0691042896
 Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0471690740