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Update Generalized Linear Models
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Jan 01, 2021
by
Mortaheb Sepehr
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@@ -27,14 +27,25 @@ When constructing a generalized linear model, three major decisions must be made
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@@ -27,14 +27,25 @@ When constructing a generalized linear model, three major decisions must be made
1.
**Specifying the Random Component:**
1.
**Specifying the Random Component:**
An appropriate probability distribution for the response variable must be chosen. This
An appropriate probability distribution for the response variable must be chosen. This
should be any member from the
*natural exponential family*
distributions:
should be any member from the
*natural exponential family*
distributions:
- Continuous variables:
- Continuous variables:
* Normal
* Normal
* Gamma
* Gamma
* Inverse Gaussian
* Inverse Gaussian
- Discrete variables:
- Discrete variables:
* Poisson
* Poisson
* Bernoulli
* Bernoulli
* Binomial
* Binomial
2.
2.
**
Specifying the Systematic Component (Linear Predictor):
**
A linear combination of predictor variables should be constructed as the linear
predictor of the model.
3.
**
Choosing a Link Function:
**
Choosing an appropriate function which maps the mean of the response variable onto the
linear predictor.