GENERALIZED LINEAR MODELS - THE MISSING LINK.

Research output: Contribution to journalArticle

Abstract

Generalized linear models are considered within the larger framework of multiparameter exponential family models. This general approach shows that the link function is not a necessary feature of a computer algorithm for calculating maximum likelihood estimates for such models by iteratively reweighted least squares. It is argued that the link function is a useful component of model fitting and interpretation in situations where there is a natural link to an underlying linear model (e. g. , logistic regression). However in many instances there is no single link function (e. g. , multinomial regression) or else unlinked parameters exist (e. g. , bioassay with a spontaneous response rate). It is shown by a number of examples that a general approach via exponential family models is preferable in such situations. 16 refs.

Original languageEnglish (US)
Pages (from-to)18-24
Number of pages7
JournalApplied Statistics
Volume33
Issue number1
StatePublished - Jan 1 1984
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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