Unfortunately there is potential for confusion of terminology, or at least
of acronyms. SAS uses the name GLM (for "General Linear Model") for their
most general procdedure for linear models. However, the term
"generalized linear model", also abbreviated GLM, is now widely used for
a class of models that are not necessarily linear, of the form
f(E(Y))= X'beta
where E(Y) is the expectation of Y, f is any monotone function (the "link"
function), and X'beta is a linear predictor. This includes the logistic
or probit models for binomial data, the Poisson model for count data, and
many others. It most nearly corresponds to PROC GENMOD in SAS.
See McCullagh & Nelder, Generalized Linear Models, or other texts for
a general(ized) discussion of this class of models.
Alan Zaslavsky
[EMAIL PROTECTED]
