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iid is an acronym for independent and identically distributed. Many statistical methods assume that the data are iid; that is, that each observation comes from the same distribution and is independent of other observations.

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Why GLM don't have an error term and why shouldn't residuals be i.i.d?

I've read dozens on post on the subject but I cannot figure this out. From what I've gathered, GLMS don't include an error term in their formulation unlike linear models (LM). I was wondering why (or …
Boussens-Dumon Grégoire's user avatar