Thank you very much for the clarification. I roughly inferred this from the examples – unfortunately, only after trying to use GLM inappropriately! – but it was never clearly stated.I think this page: http://docs.pymc.io/api/glm.html needs some attention. It could use a topic paragraph stating what this class is for, and defining some of the terms. The examples help a little, but they don’t define the terms, either.
A particular challenge is that the examples all use the R-style notation, but this documentation page never refers to it (there is no mention of the from_formula method, and I believe that trying to build a model from the two classes described here is now deprecated.
I hope that helps.