Generalized² Linear² Models

We introduce the Generalized2 Linear2 Model, a statistical estima(cid:173) tor which combines features of nonlinear regression and factor anal(cid:173) ysis. Here A and Bare low-rank matrices, while j, g, and h are link functions. They also include new and interesting special cases, one of which we describe below. We also present an iterative procedure which optimizes the parameters of a (GL)2M. This procedure reduces to well-known algorithms for some of the special cases listed above; for other special cases, it is new.