The GLM2 function differs from the GLM function in these ways:
- GLM2 supports the regularization models ridge, LASSO, and elastic net.
- GLM2 uses the coordinate descent method to minimize the loss function (GLM uses the Fisher scoring method).
- GLM2 outputs a model table and, optionally, a regularization table (GLM outputs only a model table).
You can input the model table and regularization table to the GLM2Predict function.