Update Generalized Linear Models authored by Mortaheb Sepehr's avatar Mortaheb Sepehr
...@@ -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
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.