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What is a Generalized Linear Model? A traditional linear model is of the form
where Yi is the response variable for the ith observation, xi is a column vector of explanatory variables for the ith response. Note that the p-dimensional vector xi is usually considered to be ?xed, or nonrandom. The p-dimensional vector β of unknown coe?cients is to be estimated on the basis of n observations. The errors i are assumed to be independent normally distributed zero-mean random variables with a constant variance. Hence, holds, that is, the expected value of the output random variable is a linear transformation of the input. All these assumptions are limitations and may not hold in some cases. In particular:
These limitations are dealt with in the setting of the generalized linear model (GLM) or their generalization, the generalized additive model (GAM). GLM have been introduced in Statistics by Nelder and Wedderburn (1972).
seven questions
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The linear component ηi, de?ned just in the traditional way: η i = x' 1 A monotone differentiable link function g that describes how E(Yi) = µi is related to the linear compon
Latin square is an experimental design targeted at removing from the experimental error the variation from two extraneous sources so that a more sensitive test of the treatment ef
(a) A plane timetable states that a particular plane is due at 2pm but the actual arrival time isuniformly distributed between 1pm and 3pm. (i) Calculate the probability that th
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Recursive models are the statistical models in which the causality flows in one direction, that is models which include only unidirectional effects. Such type of models do not inc
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Bivariate survival data : The data in which the two related survival times are of interest. For instance, in familial studies of disease incidence, data might be available on the a
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