Statistical Modeling & Regression · Categorical Data Analysis

Categorical data analysis: Introduction to generalized linear models (GLM)

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced inference and modeling theory

Overview

Topics covered

  • Introduction
  • Categorical Data Analysis and Introduction to MGL
  • Limitations of the Classical Linear Model (MLC)
  • The Linear Probability Model (MLP) and its structural flaws
  • Count data and the breakdown of the constant variance hypothesis
  • Structure of the Exponential Family of Distributions

Related concepts

Main connections

  • Logistic regression
  • Maximum likelihood estimation
  • Variance & standard deviation
  • Poisson distribution
  • Residual analysis & diagnostics
  • Binomial distribution

Compatible notation

Mathematical sample in LaTeX

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

Yi=𝐱iT𝛃+εi
View LaTeX sourceY_i = \mathbf{x}_i^T \boldsymbol{\beta} + \varepsilon_i