C16. The GLM components

Topic: Introduction to generalised linear models · more questions on this topic
‹ Q57 C17 ›

What are the three components of a GLM? State the usual conditional-independence assumption.

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Definitions/notation. A GLM specifies an exponential-family response distribution, a linear predictor \eta_i=x_i^\top\beta, and a link g(\mu_i)=\eta_i, where \mu_i=\mathbb{E}(Y_i\mid x_i). Responses are assumed independent conditional on the fixed covariates and model parameters.