Generalized linear model: Difference between revisions

Revision as of 18:55, 6 May 2022

Revision as of 18:57, 6 May 2022

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The GLM consists of three elements:

: 1. A particular distribution for modeling <math> Y </math> from among those which are members of theconsidered exponential familyfamilies of probability distributions,

: 2. A linear predictor <math>\eta = X \beta</math>, and

: 3. A link function <math>g</math> such that <math>E(Y \mid X) = \mu = g^{-1}(\eta)</math>.