Variance function: Difference between revisions

Revision as of 21:20, 4 January 2015

Revision as of 09:38, 15 January 2015

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A '''GLM''' consists of three main ingredients:

:1. Random Component: a distribution of '''y''' from the exponential family, <math>E[y \mid X] = \mu</math>

:2. Linear predictor: <math>\etamu = XB = \sum_{j=1}^p X_{ij}^T B_j</math>

:3. Link function: <math>\eta = g(\mu), \mu = g^{-1}(\eta)</math>