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I have met with generalized linear model, but I'm confused with the errors and residuals? Can anyone help me out? I have got three questions. (1)what's the difference between error and residual? (2)what does error distribution refers to in generalized linear models? The distribution of the response variable? Or anything else? (3)Assuming normally distributed residuals is always needed whether in linear model or generalized linear model?

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  • $\begingroup$ Question 1)the error part is random error in the observed value of say Xi and residuals indicate unexplained part. Question 2)hopefully, you are making a reference to random error. This arises because a number of factors (other than the ones you are trying to account for. Its sum total is assumed to be zero, 3) normal distribution of residuals does not seem to be relevant here. It may be relevant if a statistical test is administered. $\endgroup$ Dec 27 '14 at 15:37
  • $\begingroup$ See here, here, here, here, & here. $\endgroup$ Jan 30 '15 at 17:18