Crisp Reading Notes on Latest Technology Trends and Basics

Generalized Linear Regression

Document in MS-Word format glm_regression

This is a long post on an Intermediate level topic of interest to people working in Big-Data.

These are my notes, as I struggled to understand the topic from the available references. Unfortunately, the references, all contained the same wordings and the same areas of focus. They were deficient in some crucial areas – missing links

  1. To explain the Link function as the “Maximum Likelihood function” of the Original distribution
  2. To explain how Maximum Likelihood applied to regression – That the objective was to fit a probability distribution function, that maximized the probability that the observed independent variables would give as output the observed dependant variables
  1. That only a single pdf was being fit, even though the observations were in N-dimensions

 

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