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Generalized linear model
In statistics, a generalized linear model (GLM) is a model relating the expected value E(y) of a dependent variable y to one or more independent variables x1, ..., xn, with the relation stated as follows.
where g is an invertible function, called the link function. Each specific choice of the link function and the distribution for the dependent variable yields a different generalized linear model.
Generalized linear models include, as special cases, ordinary linear regression, logistic regression, Poisson regression , and several other interesting models.
References
- P. McCullagh and J.A. Nelder. Generalized Linear Models. London: Chapman and Hall, 1989.
External links
10-26-2009 08:16:03
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The contents of this article is licensed from www.wikipedia.org under the GNU Free Documentation License. Click here to see the transparent copy and copyright details