Comparison of general and generalized linear models

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General linear model Generalized linear model
Typical estimation method Least squares, best linear unbiased prediction Maximum likelihood or Bayesian
Special cases ANOVA, ANCOVA, MANOVA, MANCOVA, linear regression, mixed model linear regression, logistic regression, Poisson regression, gamma regression[1], general linear model
Function in R lm() glm()
Function in Matlab mvregress() glmfit()
Procedure in SAS PROC GLM, PROC MIXED PROC GENMOD, PROC GLIMMIX, PROC LOGISTIC (for regression with categorical variables)
Command in Stata regress glm
Command in SPSS regression, glm genlin, logistic regression
Function in Wolfram Language & Mathematica LinearModelFit[][2] GeneralizedLinearModelFit[][3]
Command in EViews ls[4] glm[5]
  1. ^ McCullagh, Peter; Nelder, John (1989). Generalized Linear Models, Second Edition. Boca Raton: Chapman and Hall/CRC. ISBN 0-412-31760-5. 
  2. ^ LinearModelFit, Wolfram Language Documentation Center.
  3. ^ GeneralizedLinearModelFit, Wolfram Language Documentation Center.
  4. ^ ls, EViews Help.
  5. ^ glm, EViews Help.