Generalized linear model: Difference between revisions

Revision as of 06:29, 25 September 2006

Revision as of 08:42, 3 October 2006

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: 1. A distribution function in exponential family form. <math> f_y(y; \theta) = \exp ( a(y)b(\theta) + c(\theta) + d(y) ) \,</math>

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

: 3. A The link function. <math>E(y) = \mu = g^{-1}(\eta)\,</math>

=== Exponential Family of Distributions ===