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Estimation and Tests for Univariate GLM

In: Generalized Linear Models and Extensions

Author

Listed:
  • M. Ataharul Islam

    (University of Dhaka, ISRT)

  • Soma Chowdhury Biswas

    (University of Chittagong, Department of Statistics)

Abstract

The generalized linear models are presented in this chapter for different types of outcome variables. The estimation of GLM parameters can be obtained by using the maximum likelihood method expressed in terms of chain rules resulting in estimating equations for different link functions. The estimation process involves score equations and information specific to the GLM context. The residual deviance and goodness of fit discussed as a measure of variability across observations.

Suggested Citation

  • M. Ataharul Islam & Soma Chowdhury Biswas, 2025. "Estimation and Tests for Univariate GLM," Springer Books, in: Generalized Linear Models and Extensions, chapter 0, pages 55-80, Springer.
  • Handle: RePEc:spr:sprchp:978-981-96-4726-2_4
    DOI: 10.1007/978-981-96-4726-2_4
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