Generalized linear models, Advanced Statistics

Introduction to Generalized Linear Models (GLM) We introduce the notion of GLM as an extension of the traditional normal-theory-based linear regression models.

This will be very helpful in order to gain a general insight into all discussions till the end of this course since the speci?c models that will be discussed in details from now all, will turn out to be speci?c GLM. We already mentioned in the introductory lecture that when dealing with categorical data as output, it is not wise to model it (or for that matter, the probabilities for its particular categories) by using linear models. This is why one has tried to extend the Linear Models theory to make it suitable for such situations. There are at least two important aspects of the extension of the traditional normal- theory based linear regression model.

  • It allows the mean of a population to depend on a linear predictor through a nonlinear link function
  • The response probability distribution to be not necessarily normal but a member of the exponential family of distributions.

The set of generalized linear models is indeed quite large. These include: classical linear models with normal errors, logistic and probit models for binary categorical data, and log- linear models for multinomial data. Many other statistical models can also be shown to be
a particular GLM after choosing suitably the link function and the response probability distribution.

Posted Date: 2/27/2013 12:27:19 AM | Location : United States







Related Discussions:- Generalized linear models, Assignment Help, Ask Question on Generalized linear models, Get Answer, Expert's Help, Generalized linear models Discussions

Write discussion on Generalized linear models
Your posts are moderated
Related Questions
Likelihood is the probability of a set of observations provided the value of some parameter or the set of parameters. For instance, the likelihood of the random sample of n observ

Quincunx  is the device used by Galton to illustrate his lectures, which is shown in the Figure. It had a glass face and a funnel at its top. The shot was passed through funnel an

The method or technique for displaying the relationships between categorical variables in a type of the scatter plot diagram. For two this type of variables displayed in the form o

Case series : It is the series of reports on the condition of the individual patients made by treating physician. Such reports might be helpful and informative for the rare disease

Paul Jordan has just been hired as a management analyst at Digital Cell Phone Inc. Digital Cell manufactures a broad line of phones for the consumer market. Paul's boss, John Smith

In the experimental studies, the collection of individuals to which the experimental process of interest is not applied. In the observational studies, most often used for a collect

Reasons for screening data     Garbage in-garbage out     Missing data          a. Amount of missing data is less crucial than the pattern of it. If randomly

Change point problems : Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation cou

A term usually used for unobserved individual heterogeneity. Such variation is of main concern in the medical statistics particularly in the analysis of the survival times where ha

Profile plots  is a technique of representing the multivariate data graphically. Each of the observation is represented by a diagram comprising of a sequence of equispaced vertical