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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.)

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Since the median is often a better central descriptor of skewed distributions, I'd like to know if there is an equivalent method to a linear model for explaining variability of one variable through a …
asked Jun 19 '18 by Romain B.