Update Generalized Linear Models authored by Mortaheb Sepehr's avatar Mortaheb Sepehr
...@@ -160,7 +160,17 @@ In this linear predictor, we can also use transformation of the predictors as we ...@@ -160,7 +160,17 @@ In this linear predictor, we can also use transformation of the predictors as we
as logistic (logit function), normal (probit function), or Gumbal (log-log function) as logistic (logit function), normal (probit function), or Gumbal (log-log function)
distributions). distributions).
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. 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.
In summary, a generalized linear model can be expressed as:
<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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