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Re: Basic GLM Question
Posted:
Mar 31, 2013 2:00 AM


On Sat, 30 Mar 2013 16:04:46 0700 (PDT), Gary <lancegary@gmail.com> wrote:
>On Saturday, 30 March 2013 15:20:56 UTC+2, SChapman wrote: >> Why is it that we don't try to predict individual values in Generalized Linear Model. But in a General Linear Model (Simple Linear Regression) we do try and predict individual response variable values. > >Who is the 'we' in your statement? Are you absolutely certain that no one uses generalized linear models for predictions? > >Models are built for specific purposes. Sometimes the purpose is just to understand a system, sometimes it is for more practical purposes which might include predictions. Maybe most of the more applied researchers haven't yet caught on to the value of generalized linear models... >
Now that you mention it  I can't remember whether I have ever requested "predicted values" for any of the thousands of regressions that I must have run since 1970. Biostatisticians in my sort of clinical work haven't had that sort of application where they are useful.
On the other hand, I did find it useful to look at details of prediction when I was figuring out the peculiarites of discriminant function  predicted group membership based on the highest observed likelihood of belonging to any group (even when the highest is not "high"). But even that was for theoretical understanding, not as a useful product of "applied research."
 Rich Ulrich



