Sl. Hillis et Cs. Davis, A SIMPLE JUSTIFICATION OF THE ITERATIVE FITTING PROCEDURE FOR GENERALIZED LINEAR-MODELS, The American statistician, 48(4), 1994, pp. 288-289
The extension of classical linear models to generalized linear models
has had an important unifying impact on the exposition, teaching, and
practice of statistical modeling. This article gives a new and simple
justification of the commonly used iteratively reweighted least square
s procedure for obtaining maximum likelihood parameter estimates.