Statistical Modeling & Regression · Generalized Linear Models (GLM)

Generalized linear models: fundamentals and transition from the classical linear model

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Statistical Models · Generalization of the Linear Paradigm

Overview

Topics covered

  • Introduction
  • Generalized Linear Models (GLM)
  • Limits of the Classical Linear Model
  • Transformations and their deficiencies
  • The One-Dimensional Exponential Family
  • Properties and Theorems of Moments

Related concepts

Main connections

  • Maximum likelihood estimation
  • Variance & standard deviation
  • Generalized linear models (GLM)
  • Linear algebra & matrices
  • Poisson distribution
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

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

Y=Xβ+ε,ε∼𝒩(0,σ2In)
View LaTeX sourceY = X\beta + \varepsilon, \quad \varepsilon \sim \mathcal{N}(0, \sigma^2 I_n)