General Linear Regression Flashcards
(23 cards)
Binomial, θ
ln[π / (1 − π)]
Binomial, b(θ)
n ln(1 + eθ)
Binomial, φ
1
Normal, θ
μ
Normal, b(θ)
θ2 / 2
Normal, φ
σ2
Poisson, θ
ln λ
Poisson, b(θ)
eθ
Poisson, φ
1
Gamma, θ
−γ / α
Gamma, b(θ)
−ln(−θ)
Gamma, φ
1 / α
Inverse Gaussian, θ
−1 / (2μ2)
Inverse Gaussian, b(θ)
−√(−2θ)
Inverse Gaussian, φ
1 / λ
Negative Binomial, θ
ln(1 − p)
Negative Binomial, b(θ)
−r ln(1 − eθ)
Negative Binomial, φ
1
Normal Canonical Link
Canonical Link: Identity
Mathematical Form: g(μ) = μ
Binomial Canonical Link
Canonical Link: Logit
Mathematical Form: g(π) = ln[π / (1 − π)]
Poisson Canonical Link
Canonical Link: Natural log
Mathematical Form: g(μ) = ln μ
Gamma Canonical Link
Canonical Link: Inverse
Mathematical Form: g(μ) = 1 / μ
Inverse Gaussian Canonical Link
Canonical Link: Squared inverse
Mathematical Form: g(μ) = 1 / μ2