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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: 2,917
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>

>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

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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