On Sunday, 31 March 2013 08:00:38 UTC+2, Rich Ulrich wrote: > On Sat, 30 Mar 2013 16:04:46 -0700 (PDT), Gary > > 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." > >
I hope I didn't offend you. I had in mind the sort of applied researcher who just wants to figure out which credit applicant will not repay a loan without really wanting to understand the behavioural science of loan repayment.