GLIM (software)

Last updated

GLIM (an acronym for Generalized Linear Interactive Modelling) is a statistical software program for fitting generalized linear models (GLMs). It was developed by the Royal Statistical Society's Working Party on Statistical Computing (later renamed the GLIM Working Party), [1] chaired initially by John Nelder. [2] It was first released in 1974 with the last major release, GLIM4, in 1993. [3] GLIM was distributed by the Numerical Algorithms Group (NAG). [4]

GLIM was notable for being the first package capable of fitting a wide range of generalized linear models in a unified framework, and for encouraging an interactive, iterative approach to statistical modelling. [5] GLIM used a command-line interface and allowed users to define their own macros. Many articles in academic journals were written about the use of GLIM. [6] [7] [8] [9] [10] [11] [12] GLIM was reviewed in The American Statistician in 1994, along with other software for fitting generalized linear models. [13]

The GLIMPSE system was later developed to provide a knowledge based front-end for GLIM. [14]

GLIM is no longer actively developed or distributed.

Books

Related Research Articles

Statistics Study of the collection, analysis, interpretation, and presentation of data

Statistics is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.

In statistics, deviance is a goodness-of-fit statistic for a statistical model; it is often used for statistical hypothesis testing. It is a generalization of the idea of using the sum of squares of residuals (RSS) in ordinary least squares to cases where model-fitting is achieved by maximum likelihood. It plays an important role in exponential dispersion models and generalized linear models.

In statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression that allows for the response variable to have an error distribution other than the normal distribution. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value.

The general linear model or general multivariate regression model is a compact way of simultaneously writing several multiple linear regression models. In that sense it is not a separate statistical linear model. The various multiple linear regression models may be compactly written as

Optimal design

In the design of experiments, optimal designs are a class of experimental designs that are optimal with respect to some statistical criterion. The creation of this field of statistics has been credited to Danish statistician Kirstine Smith.

David Cox (statistician) British statistician

Sir David Roxbee Cox is a prominent British statistician.

In statistics, a generalized additive model (GAM) is a generalized linear model in which the linear response variable depends linearly on unknown smooth functions of some predictor variables, and interest focuses on inference about these smooth functions. GAMs were originally developed by Trevor Hastie and Robert Tibshirani to blend properties of generalized linear models with additive models.

Gauss Moutinho Cordeiro

Gauss Moutinho Cordeiro is a Brazilian engineer, mathematician and statistician who has made significant contributions to the theory of statistical inference, mainly through asymptotic theory and applied probability.

John Nelder British statistician

John Ashworth Nelder was a British statistician known for his contributions to experimental design, analysis of variance, computational statistics, and statistical theory.

Joseph Michael Hilbe was an American statistician and philosopher, founding President of the International Astrostatistics Association(IAA) and one of the most prolific authors of books on statistical modeling in the early twenty-first century. Hilbe was an elected Fellow of the American Statistical Association as well as an elected member of the International Statistical Institute (ISI), for which he founded the ISI astrostatistics committee in 2009. Hilbe was also a Fellow of the Royal Statistical Society and Full Member of the American Astronomical Society.

Robert William Maclagan Wedderburn (1947–1975) was a Scottish statistician who worked at the Rothamsted Experimental Station. He was co-developer, with John Nelder, of the generalized linear model methodology, and then expanded this subject to develop the idea of quasi-likelihood.

GLIM or Glim may refer to:

Peter McCullagh is an Irish statistician and John D. MacArthur Distinguished Service Professor in the Department of Statistics at the University of Chicago.

In statistics, a generalized linear mixed model (GLMM) is an extension to the generalized linear model (GLM) in which the linear predictor contains random effects in addition to the usual fixed effects. They also inherit from GLMs the idea of extending linear mixed models to non-normal data.

Frank Anscombe English statistician

Francis John "Frank" Anscombe was an English statistician.

Shayle Robert Searle PhD was a New Zealand mathematician who was Professor Emeritus of Biological Statistics at Cornell University. He was a leader in the field of linear and mixed models in statistics, and published widely on the topics of linear models, mixed models, and variance component estimation.

In statistics, linear regression is a linear approach to modelling the relationship between a scalar response and one or more explanatory variables. The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.

The Statistical Modelling Society (SMS) is an international society of statisticians, which, according to its statutes, will promote statistical modelling as the general framework for the application of statistical ideas; promote important developments, extensions, and applications in statistical modelling; and bring together statisticians working on statistical modelling from various disciplines. The principal activity of the society are the workshops, which are held annually under the name `International Workshop on Statistical Modelling' at varying locations. The society has approximately 160 active members. The society publishes its own journal, Statistical Modelling. The society holds bi-annual elections to elect an Executive Committee.

References

  1. "Royal Statistical Society webpage on Working Parties". Archived from the original on February 21, 2007. Retrieved 2007-12-18.CS1 maint: bot: original URL status unknown (link)
  2. Nelder, John (1975). "Announcement by the Working Party on Statistical Computing: GLIM (Generalized Linear Interactive Modelling Program)". Journal of the Royal Statistical Society, Series C . 24 (2): 259–261. JSTOR   2346575.
  3. Francis, Brian; Mick Green; Clive Payne (1993). The GLIM System: Release 4 Manual. Oxford: Clarendon Press. ISBN   0-19-852231-2.
  4. "Generalized Linear Interactive Modeling Package (GLIM)". Archived from the original on 12 October 2010. Retrieved 2007-12-18.CS1 maint: bot: original URL status unknown (link)
  5. Aitkin, Murray; Dorothy Anderson; Brian Francis; John Hinde (1989). Statistical Modelling in GLIM. Oxford: Oxford University Press. ISBN   0-19-852203-7.
  6. Wacholder, Sholom (1986). "Binomial regression in GLIM: Estimating risk ratios and risk differences". American Journal of Epidemiology . 123 (1): 174–184. PMID   3509965.
  7. Aitken, Murray; Clayton, David (1980). "The Fitting of Exponential, Weibull and Extreme Value Distributions to Complex Censored Survival Data Using GLIM". Journal of the Royal Statistical Society, Series C . 29 (2): 156–163. JSTOR   2986301.
  8. Aitkin, Murray (1987). "Modelling Variance Heterogeneity in Normal Regression Using GLIM". Journal of the Royal Statistical Society, Series C . 36 (3). JSTOR   2347792.
  9. Whitehead, John (1980). "Fitting Cox's Regression Model to Survival Data using GLIM". Journal of the Royal Statistical Society, Series C . 29 (3). JSTOR   2346901.
  10. Berman, Mark; Turner, Rolf T. (1992). "Approximating Point Process Likelihoods with GLIM". Journal of the Royal Statistical Society, Series C . 41 (1): 31–38. JSTOR   2347614.
  11. Decarli, A.; La Vecchia, C. (1987). "Age, period and cohort models: review of knowledge and implementation in GLIM". Rev. Stat. App. 20: 397–409.
  12. Jørgensen, Bent (1984). "The Delta Algorithm and GLIM". International Statistical Review / Revue Internationale de Statistique. 52 (3): 283–300. doi:10.2307/1403047. JSTOR   1403047.
  13. Hilbe, Joseph (1994). "Review: Generalized Linear Models". The American Statistician . 48 (3): 255–265. arXiv: 1308.2408 . doi:10.2307/2684732. JSTOR   2684732.
  14. Wolstenholme, D.; Obrien, C.; Nelder, J. (1988). "GLIMPSE: a knowledge-based front end for statistical analysis". Knowledge-Based Systems. 1 (3): 173. doi:10.1016/0950-7051(88)90075-5.