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Normal Distribution
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Binomial Distribution
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Poisson Distribution
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Gamma Distribution
βiα xα−1
i
e−βi xi = exp{α log xi + α log(βi )
Γ(α)
− log(Γ(α)) − log(xi ) − βi xi }.
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Negative Binomial Distribution
k k
E(Yi ) = E(Xi ) = b′ (θi ) = =
1 − eθi pi
and
′′ keθi k(1 − pi )
V (Yi ) = V (Xi ) = b (θi ) = = .
(1 − eθi )2 p2i
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GLM
g[µi (θi )] = ηi
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Canonical Link
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• The most important cases are binomial and
Poisson.
• Canonical link is just one of the link
functions.
• Estimation is based on the maximum
likelihood approach.
• Except the normal case, numerical
computation is needed.
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Link for Binomial
pi ∑p
log = β0 + xij βj
1 − pi j=1
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Logistic Regression
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An example
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Goodness of Fit
• Loglikehood ratio χ2 is
∑
I ∑
J
G2 = 2 nij log(nij /n̂ij ).
i=1 j=1
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