GENERALIZED LINEAR MODELS - THE MISSING LINK.

Research output: Chapter in Book/Report/Conference proceedingChapter

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)
Title of host publicationApplied Statistics
Pages18-24
Number of pages7
Volume33
Edition1
Publication statusPublished - 1984
Externally publishedYes

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ASJC Scopus subject areas

  • Engineering(all)

Cite this

Cox, C. (1984). GENERALIZED LINEAR MODELS - THE MISSING LINK. In Applied Statistics (1 ed., Vol. 33, pp. 18-24)