9

Generalized Linear Models and Regression

In this chapter, we're going to introduce the concept of Generalized Linear Models (GLMs) and regression, which remain essential pillars of topics such as econometrics and epidemiology. The goal is to explain the fundamental elements and expand them, showing both the advantages and limitations, while also focusing attention on practical applications that can be effectively solved using different kind of regression techniques.

In particular, we're going to discuss the following:

  • GLMs
  • Linear regression based on ordinary and weighted least squares
  • Other regression techniques and when to use them, including:
    • Ridge regression and its implementation
    • Polynomial regression with coded examples
    • Isotonic regression ...

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