Statistical Modeling & Regression · Generalized Linear Models (GLM)

Generalized linear models: count data and log-linear models

Public introduction · full guide in Eikos

Introduction

What this guide covers

A rigorous treatise on asymptotic theory, overdispersion modeling, probabilistic structures with excess of zeros, and the decomposition of log-linear space into contingency tables.

Overview

Topics covered

  • Introduction
  • Generalized Linear Models for Count and Log-Linear Data
  • Introduction and Fundamentals of Counting Models
  • The Poisson Equidispersion Constraint
  • The Poisson Regression Model
  • Score Equations and Hessian Derivation

Related concepts

Main connections

  • Poisson distribution
  • Maximum likelihood estimation
  • Variance & standard deviation
  • Linear algebra & matrices
  • Binomial distribution
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

f(y;θ,ϕ)=exp(yθ−b(θ)a(ϕ)+c(y,ϕ))
View LaTeX sourcef(y; \theta, \phi) = \exp \left( \frac{y\theta - b(\theta)}{a(\phi)} + c(y, \phi) \right)