Compute log likelihood after fitting the GLM?
2 views (last 30 days)
Show older comments
I am playing around with a toy general linear model (GLM) with MATLAB glmfit.
X=[1;2;3;4];
y=[1.1;2.2;3.5;4.9];
[b, dev, stats] = glmfit(X, y);
How should I compute the log likelihood of the data? I want to do
y_fit = glmval(b, X, 'identity');
ll = nansum(log(normpdf(y, y_fit, sigma)));
But how to find sigma, the standard deviation of the Gaussian?
0 Comments
Answers (0)
See Also
Categories
Find more on Linear and Nonlinear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!