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
The tabulation of a sample of observations in terms of numbers falling below particular values. The empirical equivalent of the growing probability distribution. An example of such

Question 1 A box contains 20 fuses of which 5 are defective If 2 fuses are chosen together at random what is the probability that both the fuses are defective? Question 2 A c

Confounding:  A procedure observed in some factorial designs in which it is impossible to differentiate between some main effects or interactions, on the basis of the particular d

Nested design  is the design in which levels of one or more factors are subsampled within one or more other factors such that, for instance, each level of a factor B happens at onl

Artificial neural network : A mathematical arrangement modelled on the human neural network and designed to attack various statistical problems, particularly in the region of patte

You may have the opportunity to buy some electronic components. These components may be reliable (1) or unreliable (2). The potential pro?ts are £10,000 if the components are rel

O'Brien's two-sample tests are the extensions of the conventional tests for assessing the differences between treatment groups which take account of the possible heterogeneous nat

The term which is used in the industrial experimentation, where there is commonly a large set of candidate factors believed to have the possible significant influence on the respon

For a career woman, wearing lipstick has become an integral part of her daily life. It is not unusual for a woman to look for a lipstick that will stay on her lips and not smudge

A law supposedly applicable to voting behaviour which has a history of several decades. It may be stated thus: Consider a two-party system and suppose that the representatives of t