| ... | ... | @@ -160,7 +160,17 @@ In this linear predictor, we can also use transformation of the predictors as we |
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as logistic (logit function), normal (probit function), or Gumbal (log-log function)
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distributions).
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For the distributions of the natural exponential family, special link functions exist which are called *Canonical Link Functions*. By using the canonical link functions, we assure that the natural parameter of the distribution <img src="https://latex.codecogs.com/svg.latex?\theta" title="\theta" /> equals the linear predictor <img src="https://latex.codecogs.com/svg.latex?\eta" title="\eta" />. These functions are a good initial choice to start our modeling procedure but in some cases they may not be the best option.
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For the distributions of the natural exponential family, special link functions exist
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which are called *Canonical Link Functions*. By using the canonical link functions, we
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assure that the natural parameter of the distribution <img
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src="https://latex.codecogs.com/svg.latex?\theta" title="\theta" /> equals the linear
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predictor <img src="https://latex.codecogs.com/svg.latex?\eta" title="\eta" />. These
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functions are a good initial choice to start our modeling procedure but in some cases
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they may not be the best option.
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In summary, a generalized linear model can be expressed as:
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<img src="https://latex.codecogs.com/svg.latex?y_i&space;\sim&space;f(y|\mu_i,\phi)\\&space;g(\mu_i)=\eta_i\\&space;\eta_i=\sum_q{\beta_qx_{iq}}=\mathbf{\beta^{'}x}_i" title="y_i \sim f(y|\mu_i,\phi)\\ g(\mu_i)=\eta_i\\ \eta_i=\sum_q{\beta_qx_{iq}}=\mathbf{\beta^{'}x}_i" />
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