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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
1
answer
481
views
Does the link function in a GLM influence the plot of residuals?
Could an inappropriate link function contribute to non-uniform residuals in a GLM, or could that only be caused by an inappropriate error structure?
11
votes
4
answers
18k
views
How to use principal components as predictors in GLM?
How would I use the output of a principal components analysis (PCA) in a generalized linear model (GLM), assuming the PCA is used for variable selection for the GLM?
Clarification: I want to use PCA …