Bradley, it’s especially easy to edit documentation because you can make a Pull 
Request right from the website.

 — John

On Aug 31, 2014, at 11:30 AM, Bradley Setzler <[email protected]> wrote:

> Thank you Adam, this works.
> 
> Let me suggest that this information be included in the GLM documentation:
> 
> To fit a GLM model, use the function,
> glm(formula, data, family, link), 
> where,
> - formula uses column symbols from the DataFrame data, e.g., if 
> names(data)=[:Y,:X], then a valid formula is Y~X;
> - data is a DataFrame which may contain NA values, the rows with NA values 
> will be ignored (apparently);
> - family may be chosen from Binomial(), Gamma(), Normal(), or Poisson(), and 
> the parentheses are required; and,
> - link may be chosen from the list in the GLM documentation, such as 
> LogitLink(), and again the parentheses are required. For some families, a 
> default link is available so the link argument may be left blank.
> 
> Bradley
> 
> 
> On Sunday, August 31, 2014 12:56:19 PM UTC-5, Adam Kapor wrote:
> This works for me:
> 
> ```
> julia> fit(GeneralizedLinearModel,Y~X,data,Binomial(),ProbitLink())
> 
> DataFrameRegressionModel{GeneralizedLinearModel,Float64}:
> 
> Coefficients:
> 
>                 Estimate Std.Error     z value Pr(>|z|)
> 
> (Intercept)     0.430727   1.98019    0.217518   0.8278
> 
> X            2.37745e-17   0.91665 2.59362e-17   1.0000
> 
> julia> fit(GeneralizedLinearModel,Y~X,data,Binomial(),LogitLink())
> 
> DataFrameRegressionModel{GeneralizedLinearModel,Float64}:
> 
> Coefficients:
> 
>                  Estimate Std.Error      z value Pr(>|z|)
> 
> (Intercept)      0.693147   3.24037      0.21391   0.8306
> 
> X            -7.44332e-17       1.5 -4.96221e-17   1.0000
> 
> ```
> 
> 
> On Sunday, August 31, 2014 1:27:15 PM UTC-4, Bradley Setzler wrote:
> Has anyone successfully performed probit or logit regression in Julia? The 
> GLM documentation does not provide a generalizable example of how to use 
> glm(). It gives a Poisson example without any suggestion of how to switch 
> from Poisson to some other type.
> 
> Using the Poisson example from GLM documentation works:
> 
> julia> X = [1;2;3.]
> julia> Y = [1;0;1.]
> julia> data = DataFrame(X=X,Y=Y)
> julia> fit(GeneralizedLinearModel, Y ~ X,data, Poisson())
> DataFrameRegressionModel{GeneralizedLinearModel,Float64}: 
> Coefficients: 
> Estimate Std.Error z value Pr(>|z|) 
> (Intercept) -0.405465 1.87034 -0.216787 0.8284 
> X -3.91448e-17 0.8658 -4.52123e-17 1.0000 
> 
> But does not generalize:
> 
> julia> fit(GeneralizedLinearModel, Y ~ X ,data, Logit()) 
> ERROR: Logit not defined
> 
> julia> fit(GeneralizedLinearModel, Y ~ X, data, link=:ProbitLink) 
> ERROR: `fit` has no method matching fit(::Type{GeneralizedLinearModel}, 
> ::Array{Float64,2}, ::Array{Float64,1})
> 
> julia> fit(GeneralizedLinearModel, Y ~ X, data, 
> family="binomial",link="probit") 
> ERROR: `fit` has no method matching fit(::Type{GeneralizedLinearModel}, 
> ::Array{Float64,2}, ::Array{Float64,1})
> 
> ....and a dozen other similar attempts fail. 
> 
> 
> Thanks,
> Bradley
> 

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