广义线性模型(十)

Generalized linear models

本讲座是广义线性模型这个题目的一个比较系统的介绍。主要分3部分:建模、统计分析与模型选择和诊断。写作时依据的主要参考资料是L.Fahrmeir等人的《MultivariateStatisticalModelingBasedonGeneralizedLinearModels》。

This set of articles gives an introduction to generalized linear models.They can be divided into three parts:Model building,Statistical inference and Model diagnostics.The presentation is mainly based on L.Fahrmeir et al.《Multivariate Statistical Modeling Based on Generalized Linear Models》.