Statistical Modeling & Regression · Generalized Linear Models (GLM)

Generalized linear models · Advanced theoretical structure

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Mathematical Statistics · Statistical Modeling Theory

Overview

Topics covered

  • Introduction
  • Introduction Generalized Linear Models
  • Introduction and History of Linear Modeling
  • The Exponential Family of Distributions
  • Fundamental Identities of the Exponential Family
  • The Variance Function

Related concepts

Main connections

  • Maximum likelihood estimation
  • Variance & standard deviation
  • Mean & expected value
  • Linear algebra & matrices
  • Calculus & differentiation
  • Generalized linear models (GLM)

Compatible notation

Mathematical sample in LaTeX

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

Yi=𝐱iT𝛃+ϵi,ϵi∼iid𝒩(0,σ2)
View LaTeX sourceY_i = \mathbf{x}_i^T \boldsymbol{\beta} + \epsilon_i, \quad \epsilon_i \overset{\text{iid}}{\sim} \mathcal{N}(0, \sigma^2)