| ... | @@ -24,5 +24,17 @@ Generalized linear model (called GLM hereafter) is a general framework whose spe |
... | @@ -24,5 +24,17 @@ Generalized linear model (called GLM hereafter) is a general framework whose spe |
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When constructing a generalized linear model, three major decisions must be made:
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When constructing a generalized linear model, three major decisions must be made:
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1. **Specifying the Random Component:** Choosing an appropriate probability distribution for the response variable,
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1. **Specifying the Random Component:**
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An appropriate probability distribution for the response variable must be chosen. This
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should be any member from the *natural exponential family* distributions:
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- Continuous variables:
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* Normal
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* Gamma
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* Inverse Gaussian
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- Discrete variables:
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* Poisson
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* Bernoulli
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* Binomial
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2.
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