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Update Generalized Linear Models
authored
Jan 02, 2021
by
Mortaheb Sepehr
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@@ -26,7 +26,7 @@ When constructing a generalized linear model, three major decisions must be made
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@@ -26,7 +26,7 @@ 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
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@@ -35,14 +35,16 @@ When constructing a generalized linear model, three major decisions must be made
...
@@ -35,14 +35,16 @@ When constructing a generalized linear model, three major decisions must be made
*
Poisson
*
Poisson
*
Bernoulli
*
Bernoulli
*
Binomial
*
Binomial
2.
**Specifying the Systematic Component (Linear Predictor):**
2.
**Specifying the Systematic Component (Linear Predictor):**
A linear combination of predictor variables should be constructed as the linear
A linear combination of predictor variables should be constructed as the linear
predictor of the model.
predictor of the model.
3.
**Choosing a Link Function:**
3.
**Choosing a Link Function:**
Choosing an appropriate function which maps the mean of the response variable onto the
An appropriate function must be chosen which maps the mean of the response variable
linear predictor.
onto the linear predictor. This function should be chosen in such a way to ensure that
the predicted means are in the permissible range.
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