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Does 'fitglm' use least squares or maximum likelihood to form the fit?

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Richard on 23 Sep 2020
Commented: Richard on 28 Sep 2020
When I run test code, it appears to me that 'fitglm' is using least squares and NOT maximum likelihood. Can you confirm?


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Accepted Answer

Pratyush Roy
Pratyush Roy on 28 Sep 2020
The 'fitglm' function makes use of the “Iteratively Reweighted Least Squares” method to find the regression coefficients in the maximum likelihood stage of the function.
The MATLAB documentation link of 'fitglm' lists a few reference books which have more information regarding this:

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Richard on 28 Sep 2020
Thanks very much for the confirmation. I was surprised that the fitting method was not at least mentioned in the documentation (with references).

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