7Generalized Linear Models

In Chapter 4 we considered regression models where the response variable c07-i0001 depends linearly on several explanatory variables c07-i0002 In this case, c07-i0003 was a quantitative variable; that is, it could take on any real value, and the regressors – which could be quantitative or qualitative – affected only its mean.

In this chapter we shall consider more general situations in which the regressors affect the distribution function of c07-i0004 However, to retain parsimony, it is assumed that this distribution depends on them only through a linear combination c07-i0005 where the c07-i0006s are unknown.

We shall first consider the situation when c07-i0007 is a 0–1 variable.

7.1 Binary response regression

Let c07-i0008 be a 0–1 ...

Get Robust Statistics, 2nd Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.