On Sat, 30 Mar 2013 16:04:46 -0700 (PDT), Gary <email@example.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."