| glmlab |
Generalized Linear Models
in MATLAB
|
Programmed by Peter
Dunn; Current Version:
glmlab version 2.3.1 dated 11 July 1999
About glmlab
glmlab is a free (but see
below) MATLAB toolbox for analysing generalized linear models.
glmlab can fit all types of generalized linear models, including (among
others):
-
multiple regression;
-
log-linear models;
-
logistic regression; and
-
weighted regression.
To achieve these tasks, it incorporates
a number of error distributions and links function. For more information,
see the features of glmlab. It uses a graphical
user interface and is easy to learn, and even comes with an on-line
manual!
It was originally written to take
the place of GLIM in a subject at the Department
of Mathematics and Computing, University
of Southern Queensland, but has since developed into a useful teaching
and research tool in its own right. glmlab can do many of the required
tasks in generalized linear models through its GUI interface.
glmlab originally ran on MATLAB version
4 (the old version is still available from the MathWorks
Web site), but now runs only in version 5.
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| About glmlab | Features | Downloading
| Manual | Feedback | Cost
| Comments | Links | FAQ
| Paper]
The Features of glmlab
glmlab includes the following error
distributions:
-
normal (Gaussian);
-
gamma;
-
inverse Gaussian;
-
Poisson; and
-
binomial.
You can also specify your own error
distributions (that will appear in glmlab's drop-down menus) with just
a little bit of MATLAB programming.
glmlab includes the following link
function:
-
identity;
-
logarithm;
-
reciprocal;
-
square root;
-
any power;
-
logistic (binomial only);
-
probit (binomial only); and
-
complementary log-log (binomial only).
You can also specify your own link functions
(that will appear in glmlab's drop-down menus) with just a little bit of
MATLAB programming.
glmlab can automatically provide
the following residual plots:
-
residuals vs response;
-
residuals vs any (or all) of the covariates;
-
normal probability plot of residuals;
-
residuals vs fitted values;
-
residuals vs transformed fitted values
(transformation to the constant information scale); and
-
fitted values vs quantile equivalents.
After fitting models, the following
variables are available in the MATLAB workspace:
-
the parameter estimates (BETA);
-
the standard errors of the estimates
(SERRORS):
-
the fitted values (FITS);
-
the residuals (RESIDS);
-
the covariance matrix of the parameter
estimates (COVB);
-
the covariance matrix of the differences
between parameter estimates (COVD);
-
the deviance at each iteration of the
fit (DEVLIST);
-
the linear predictor (LINPRED);
-
the covariate matrix (XMATRIX); and
-
the names of the variables fitted (XVARNAMES).
glmlab also allows three types of errors
to be calculated (Pearson, deviance and quantile residuals); allows the
scale parameter to be fixed, or to be estimated from the mean deviance;
and has numerous options that can be set. In addition, models can
be saved so that analysis can be resumed at a later date. Offset
variables and prior weights can also be fitted.
Some pictures:
-
Click
here for a look at the main window;
-
Click here
for an overview of what is under each menu item;
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| About glmlab | Features | Downloading
| Manual | Feedback | Cost
| Comments | Links | FAQ
| Paper]
Downloading glmlab
glmlab can be downloaded from the MathWorks
user-contributed software page. The most recent version (including
any on-the-run updates) can be downloaded from the local site at the Department
of Mathematics and Computing, USQ:
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| About glmlab | Features
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| Cost | Comments | Links
| FAQ | Paper]
The On-Line
Manual
Yes, there is a manual. The manual
can be accessed on-line through glmlab itself (see the Help
menu), or you can just go there straight from here. The manual
was prepared in LaTeX and converted to HTML with Hyperlatex.
The manual probably isn't great,
but I'm sure it will be adequate enough to learn enough of glmlab to get
you going.
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| About glmlab | Features
| Downloading | Manual | Feedback
| Cost | Comments | Links
| FAQ | Paper]
Giving Feedback
Your comments on glmlab are most welcome.
I welcome any suggestions for improvments, and comments on how you are
using the program, and even questions about problem you might be having
(though see the FAQ first). If you are using the
program, please be aware that there is no cost, but I would
appreciate a note.
There are three options for giving
feedback:
-
E-mail me at
.
-
Write to me at:
Peter
Dunn
Department
of Mathematics and Computing
University
of Southern Queensland
Toowoomba,
Queensland 4350 AUSTRALIA
The first option is preferred.
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| About glmlab | Features
| Downloading | Manual
| Feedback | Cost | Comments
| Links | FAQ | Paper]
Cost
Nothing--and you can't get much cheaper
than that! All I ask is that you send me a letter (snail-mail preferred)
saying how you are using the program, and how you like the program (assuming
that you do :-> ).
There are three options:
-
Write to me at:
Peter
Dunn
Department
of Mathematics and Computing
University
of Southern Queensland
Toowoomba,
Queensland 4350 AUSTRALIA
-
E-mail me at
.
The first option is preferred.
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| About glmlab | Features
| Downloading | Manual
| Feedback | Cost | Comments
| Links | FAQ | Paper]
Comments about glmlab
Click here
for a few comments from people who use glmlab.
Click
here to see how glmlab is being used at Bowling Green University, Ohio.
If you want to add your own comments
(but see above), feel free to
contact
the author.
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| About glmlab | Features
| Downloading | Manual
| Feedback | Cost | Comments
| Links | FAQ | Paper]
Links to Other Useful Pages
Generalized Linear Models
MATLAB
Statistics
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| About glmlab | Features
| Downloading | Manual |
Cost | Comments | Links | FAQ
| Paper]
Frequently Asked Questions
There is a very short FAQ available
for glmlab. You may be able to find the answers to some
of your questions there..
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| Downloading | Manual |
Cost | Comments |
Links | FAQ | Paper]
Conference Paper
A conference paper on glmlab was given
at the 1997 MATLAB Conference in Sydney.
Click
here to go to the paper.
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| About glmlab | Features
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Cost | Comments | Links
| FAQ | Paper]
Last Revision: 11 July 1999
Author: Peter
Dunn
E-mail: