Update Generalized Linear Models authored by Mortaheb Sepehr's avatar Mortaheb Sepehr
...@@ -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
When constructing a generalized linear model, three major decisions must be made: When constructing a generalized linear model, three major decisions must be made:
1. **Specifying the Random Component:** Choosing an appropriate probability distribution for the response variable, 1. **Specifying the Random Component:**
An appropriate probability distribution for the response variable must be chosen. This
should be any member from the *natural exponential family* distributions:
- Continuous variables:
* Normal
* Gamma
* Inverse Gaussian
- Discrete variables:
* Poisson
* Bernoulli
* Binomial
2.