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Update Generalized Linear Models
authored
Jan 01, 2021
by
Mortaheb Sepehr
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@@ -24,5 +24,17 @@ Generalized linear model (called GLM hereafter) is a general framework whose spe
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@@ -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.