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| | The website statsoft.com offers this explanation of the '''generalized linear model''': | | The website statsoft.com offers this explanation of the '''generalized linear model''': |
| − | {{Cquote|The Generalized Linear Model (GLZ) is a generalization of the general linear model (see, e.g., the General Linear Models, [[Multiple Regression]], and [[Analysis of variance|ANOVA]]/[[Multivariate Analysis of Variance|MANOVA]] topics). In its simplest form, a [[linear model]] specifies the (linear) relationship between a dependent (or response) [[variable]] Y, and a set of predictor variables, the X's, so that
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| | + | "The Generalized Linear Model (GLZ) is a generalization of the general linear model (see, e.g., the General Linear Models, [[Multiple Regression]], and [[Analysis of variance|ANOVA]]/[[Multivariate Analysis of Variance|MANOVA]] topics). In its simplest form, a [[linear model]] specifies the (linear) relationship between a dependent (or response) [[variable]] Y, and a set of predictor variables, the X's, so that |
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| | Y = b<sub>0</sub> + b<sub>1</sub>X<sub>1</sub> + b<sub>2</sub>X<sub>2</sub> + ... + b<sub>k</sub>X<sub>k</sub> | | Y = b<sub>0</sub> + b<sub>1</sub>X<sub>1</sub> + b<sub>2</sub>X<sub>2</sub> + ... + b<sub>k</sub>X<sub>k</sub> |
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| − | In this [[equation]] b<sub>0</sub> is the [[regression analysis|regression]] [[coefficient]] for the intercept and the b<sub>i</sub> values are the regression coefficients (for variables 1 through k) computed from the [[data]]."<ref>[http://www.statsoft.com/textbook/generalized-linear-models/ Generalized Linear Models]</ref>}} | + | In this [[equation]] b<sub>0</sub> is the [[regression analysis|regression]] [[coefficient]] for the intercept and the b<sub>i</sub> values are the regression coefficients (for variables 1 through k) computed from the [[data]]."<ref>[http://www.statsoft.com/textbook/generalized-linear-models/ Generalized Linear Models]</ref> |
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| | Whereas in classical linear models the variable Y is assumed to follow a normal distribution, generalized linear models consider more general distributions, such as a Poisson or a multinomial distribution, and are therefore applicable to a wider field of problems. | | Whereas in classical linear models the variable Y is assumed to follow a normal distribution, generalized linear models consider more general distributions, such as a Poisson or a multinomial distribution, and are therefore applicable to a wider field of problems. |