Saturday, December 1, 2018

GLMs: Link vs. Distribution

Usually, when I give a course on GLMs, I try to insist on the fact that the link function is probably more important than the distribution. In order to illustrate, consider the following dataset, with 5 observations

x = c(1,2,3,4,5)
y = c(1,2,4,2,6)
base = data.frame(x,y)

Then consider several model, with various distributions, and either an identity link; and in that case



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