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Generalized Linear Models

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Handbook of Computational Statistics

Part of the book series: Springer Handbooks of Computational Statistics ((SHCS))

Abstract

Generalized linear models (GLM) extend the concept of the well understood linear regression model. The linear model assumes that the conditional expectation of the dependent variable Y is equal to a linear combination of the explanatory variables X. Unfortunately, this restriction to linearity cannot take into account a variety of practical situations. A generalized linear model introduces a link function around the linear combination of the explanatory variables. That way also non-normal and discrete distributions of Y can be fitted within this model class.

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Correspondence to Marlene Müller .

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Müller, M. (2012). Generalized Linear Models. In: Gentle, J., Härdle, W., Mori, Y. (eds) Handbook of Computational Statistics. Springer Handbooks of Computational Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21551-3_24

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