Generalized linear models with unspecified reference distribution

Generalized linear models with unspecified reference distribution.

We propose a new class of semiparametric generalized linear models. As with existing models, these models are specified via a linear predictor and a link function for the mean of response Y as a function of predictors X. Here, however, the "baseline" distribution of Y at a given reference mean mu(0) is left unspecified and is estimated from the data. The response distribution when the mean diff...

Fitting generalized linear models with unspecified link function: A P-spline approach

Generalized linear models (GLMs) outline a wide class of regression models where the effect of the explanatory variables on the mean of the response variable is modelled throughout the link function. The choice of the link function is typically overlooked in applications and the canonical link is commonly used. The estimation of GLMs with unspecified link function is discussed, where the linear...

The Negative Binomial Distribution Efficiency in Finite Mixture of Semi-parametric Generalized Linear Models

Introduction Selection the appropriate statistical model for the response variable is one of the most important problem in the finite mixture of generalized linear models. One of the distributions which it has a problem in a finite mixture of semi-parametric generalized statistical models, is the Poisson distribution. In this paper, to overcome over dispersion and computational burden, finite ...

Sampling from the posterior distribution in generalized linear mixed models

The distribution of Pearson residuals in generalized linear models

In general, the distribution of residuals cannot be obtained explicitly. We give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order n−1, where n is the sample size. We define corrected Pearson residuals for these models that, to this order of approximation, have exactly the same distribution of the true Pearson residuals. Applic...