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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).
Time series : The values of a variable recorded, generally at a regular interval, over the long period of time. The observed movement and fluctuations of several such series are
Designs which permits two or more questions to be addressed in the investigation. The easiest factorial design is one in which each of the two treatments or interventions are p
You have learned that there are 3 major central measures of any data set. Namely: mean, median, and mode. Which of the three, do the outliers affect the most?
In the network shown below, the rst of the two numbers on each arc indicates the arc capacity and the second (in parentheses) of the two numbers indicates the current flow. Use t
McNemar's test is the test for comparing proportions in data involving the paired samples. The test statistic can be given by it is most useful when the data have a symmetri
The equation linking the height and weight of the children between the ages of 5 and 13 and given as follows here w is the mean weight in kilograms and h the mean height in
The method of summarizing the large amounts of data by forming the frequency distributions, scatter diagrams, histograms, etc., and calculating statistics like means variances and
Procedures for estimating the probability distributions without supposing any particular functional form. Constructing the histogram is perhaps the easiest example of such type of
Band matrix: A matrix which has its non zero elements arranged uniformly near to the diagonal, so that aij = 0 if (i - j)> ml or (j - i)> mu where aij are the elements of matrix a
Lagging indicators: The part of a collection of the economic time series designed to give information about the broad swings in measures of the aggregate economic activity known a
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