| ... | @@ -27,14 +27,25 @@ When constructing a generalized linear model, three major decisions must be made |
... | @@ -27,14 +27,25 @@ When constructing a generalized linear model, three major decisions must be made |
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1. **Specifying the Random Component:**
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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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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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should be any member from the *natural exponential family* distributions:
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- Continuous variables:
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- Continuous variables:
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* Normal
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* Normal
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* Gamma
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* Gamma
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* Inverse Gaussian
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* Inverse Gaussian
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- Discrete variables:
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- Discrete variables:
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* Poisson
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* Poisson
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* Bernoulli
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* Bernoulli
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* Binomial
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* Binomial
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2.
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2. ** Specifying the Systematic Component (Linear Predictor):**
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A linear combination of predictor variables should be constructed as the linear
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predictor of the model.
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3. ** Choosing a Link Function:**
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Choosing an appropriate function which maps the mean of the response variable onto the
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linear predictor.
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