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Topic: Basic GLM Question
Replies: 6   Last Post: Apr 9, 2013 2:53 PM

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Richard Ulrich

Posts: 2,846
Registered: 12/13/04
Re: Basic GLM Question
Posted: Mar 31, 2013 2:00 AM
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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




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