# Tag Info

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### Calculate log-likelihood of logistic regression

A likelihood is a strange thing: it is not a probability and does not need to sum or integrate to $1$. In fact likelihood is only measured up to proportionality, with a positive multiplicative ...

### What is the adequate regression model for bounded, continuous but poisson-like data?

Consider ordinal regression. You have data that are ordered but, from your description, it doesn't seem that the difference between scores of 1 and 2 is the same as the difference between scores of, ...

### Is there a way to correct for degrees of freedom when using a generalized linear model with a Poisson distribution featuring random effects?

I had the same question. My understanding is: when the distribution linked to your test-statistics (e.g. z-value, t-value, chi-square, incidence rate ratios) depends on the number of degrees of ...

### How to use Logistic Regression/Decision Tree with 'inflated' responses

This is a common occurrence in machine learning and exactly the issue of unbalanced-classes that gets discussed on here so often. The typical recommendation is to do nothing, as class imbalance is ...

### Using ANOVA for variable selection in Multinomial Logistic Regression

This response is based on my experience working with colleagues who have made similar analysis suggestions. The rationale behind their suggestions (and what I am assuming is the same for your advisor)...
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### Manually calculate the variance-covariance matrix for a fitted GLS model -- i.e., vcov(glsModel)

In an attempt to match your variable names, suppose the (conditional) error covariance matrix $\Psi = \sigma^2 \Sigma^{-1} = \sigma^2V$ in your general linear regression model is know up to a positive ...

### What test does summary() perform on a glm() model using a Gamma distribution in r?

Demetri Pananos makes the critical point about regression models (+1): the coefficient estimates are taken to have underlying multivariate normal distributions, at least in the asymptotic limit of ...
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### What test does summary() perform on a glm() model using a Gamma distribution in r?

But a Wald test is a parametric test which assumes a normal distribution. Is R perhaps performing a Wald Log-Linear Chi-Square Test instead of a normal Wald test in these cases? The coefficients are ...

### Algorithm selection rationale (Random Forest vs Logistic Regression vs SVM)

Logistic regression was invented by a statistician, for statisticians. SVMs are a true ML algorithm. Random Forests are a statistician's take on Machine Learning. Since you explicitly ask about "...
1 vote
Accepted

### Can glm(m) model estimates be negative after back transforming?

Assuming your Poisson and negative binomial models used the (natural) log as the link function, yes, you would transform those coefficients by exponentiating them. It is certainly possible to have a '...

### Generalised Linear Model (GLM) linearity assumption checking

It is best not to use those plots for non-OLS regression models (cf.: Interpretation of plot (glm.model)). If you want a test of the assumption of linearity (on the transformed scale), you can add ...
You can assemble two useful pieces of information to arrive at the interpretation of the linear and quadratic term in a Poisson GLM: As you already stated, $\exp(\beta)$ for any first-order ...