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A generalization of linear regression allowing for nonlinear relationships via a "link function" and for the variance of the response to depend on the predicted value. (Not to be confused with "general linear model" which extends the ordinary linear model to general covariance structure and multivariate response.)

2 votes

Poisson family GLM with 1 categorical independent variable error missing value where TRUE/FA...

Yes, you definitely need a different test. First, the reason for the error message is that you are inputing a factor to the glm function, which was expecting to get numerical counts. To illustrate thi …
Gordon Smyth's user avatar
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3 votes
Accepted

GLM - overfitting

The difficulty in answering your question is that the scenario you describe is essentially not possible. Except in special degenerate cases, it is not possible to use just 10 linear model parameters t …
Gordon Smyth's user avatar
  • 13.5k
2 votes

Poisson generalized linear model (glm) sample size

For Poisson glms, statistical power depends just as much on the size of the counts as on the number of count observations. Larger counts provide more precision, in fact the coefficient of variation of …
Gordon Smyth's user avatar
  • 13.5k
6 votes

What's a good textbook with lots of real life examples on GLM and statistical inference?

The CRAN package GLMsData contains nearly 100 real life datasets that are analyzed in the textbook on GLMs by Peter Dunn and myself. Our book includes complete runnable code and output for each datase …
1 vote

Comparing weights between significant predictors in GLM with binomial outcome

In my opinion, the $\beta'_j$ measure you propose doesn't have a useful role in understanding logistic regression and you would be better of using traditional generalized linear model summaries. Here …
Gordon Smyth's user avatar
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4 votes
Accepted

quasi likelihood for ungrouped binary data

Suppose $Y$ is a binary random variable that takes value 1 with probability $p$ and 0 with probability $1-p$. Then $$E(Y)=0(1-p)+1p=p$$ and $$\mbox{var}(Y)=E(Y^2)-E(Y)^2=0^2(1-p)+1^2p-p^2=p(1-p).$$ Th …
Gordon Smyth's user avatar
  • 13.5k
15 votes
Accepted

Given a GLM using Tweedie, how do I find the coefficients?

Are you familiar with generalized linear models in R? If so, you can fit Tweedie glms just like any other glms. The glm family definition necessary to make this happen is provided by the statmod R pac …
Gordon Smyth's user avatar
  • 13.5k
4 votes

Generalised linear models (for dummies)

This is a self-citation, but I think it is a good match to what you're after: Dunn, P. K., and Smyth, G. K, (2018). Generalized linear models with examples in R. Springer, New York, NY. (Published 11 …
Gordon Smyth's user avatar
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7 votes

For model-averaging a GLM, do we average the predictions on the link or response scale?

The optimal way of combining estimators or predictors depends on the loss function that you are trying to minimize (or the utility function you are trying to maximize). Generally speaking, if the loss …
Gordon Smyth's user avatar
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6 votes

Interpreting GLM residual plot

You could consider using randomized quantile residuals, which use randomization to average out the discrete patterns that appear in residuals from count response data. Randomized quantile residuals ar …
Gordon Smyth's user avatar
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2 votes
Accepted

quasi-likelihood estimates of beta

The question does not ask you to find the beta estimates or to conduct a test. The only thing you need is the asymptotic covariance matrix, which is given earlier in the same Chapter in the book. You …
Gordon Smyth's user avatar
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2 votes
Accepted

Quasi-Poisson GLM, can't make sense of the p-values for Goodness-of-fit

Here is the analysis of deviance table from R for the Poisson regression: > anova(mod, test="Chisq") Analysis of Deviance Table Model: poisson, link: log Response: count Terms added sequentially ( …
Gordon Smyth's user avatar
  • 13.5k
6 votes

Does the dependent variable in a GLM have to be transformed before running the model or does...

One of the fundamental motivations for generalized linear models (GLMs) is that they model the data as it is instead of transforming it. So the answer to your question is that there is no transformati …
Gordon Smyth's user avatar
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4 votes
Accepted

In a normal GLM is the dispersion parameter equal to the marginal variance?

Yes, in a normal generalized linear model (GLM) the dispersion parameter and the variance are the same thing. If you are fitting a normal GLM with identity link (which is the default) then you may as …
Gordon Smyth's user avatar
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4 votes

What GLM family and link function to use with similarity index as response variable?

There is no generalized linear model (GLM) for continuous proportion data on (0,1), but there are two approximate possibilities. The first possibility would be a quasi-GLM family with a beta distribu …
Gordon Smyth's user avatar
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