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Update Generalized Linear Models
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Jan 02, 2021
by
Mortaheb Sepehr
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@@ -26,7 +26,9 @@ When constructing a generalized linear model, three major decisions must be made
1.
**Specifying the Random Component:**
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. For the
psychological and behavioral research the most important distributions are:
- Continuous variables:
* Normal
* Gamma
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@@ -35,6 +37,25 @@ When constructing a generalized linear model, three major decisions must be made
* Poisson
* Bernoulli
* Binomial
We should note that this distribution is not the *true* distribution of the population,
but is a, approximation of the distribution of response variable. Each natural
exponential family distribution can be parameterized by *natural parameter* <a
href="https://www.codecogs.com/eqnedit.php?latex=\theta" target="_blank"><img
src="https://latex.codecogs.com/svg.latex?\theta" title="\theta" /></a> and *dispersion
parameter* <a href="https://www.codecogs.com/eqnedit.php?latex=\phi" target="_blank">
<img src="https://latex.codecogs.com/svg.latex?\phi" title="\phi" /></a>. Parameter <a
href="https://www.codecogs.com/eqnedit.php?latex=\theta" target="_blank"><img
src="https://latex.codecogs.com/svg.latex?\theta" title="\theta" /></a> has information
about the location of the distribution and in its basic form is a function of
distribution mean <a href="https://www.codecogs.com/eqnedit.php?latex=\mu"
target="_blank"><img src="https://latex.codecogs.com/svg.latex?\mu" title="\mu" /></a>.
On the other hand, the variance of the distribution is a function of <a
href="https://www.codecogs.com/eqnedit.php?latex=\mu" target="_blank"><img
src="https://latex.codecogs.com/svg.latex?\mu" title="\mu" /></a> and <a
href="https://www.codecogs.com/eqnedit.php?latex=\phi" target="_blank"><img
src="https://latex.codecogs.com/svg.latex?\phi" title="\phi" /></a>.
2.
**Specifying the Systematic Component (Linear Predictor):**
A linear combination of predictor variables should be constructed as the linear
predictor of the model.
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