diff --git a/chapters/vectors-matrix-ops/regression-topics/reading/README.md b/chapters/vectors-matrix-ops/regression-topics/reading/README.md index 0a3f548..8f14e50 100644 --- a/chapters/vectors-matrix-ops/regression-topics/reading/README.md +++ b/chapters/vectors-matrix-ops/regression-topics/reading/README.md @@ -1 +1,29 @@ # Some Regression Topics + +## Poisson Regression + +Data $y_i$ are from a Poisson distribution with mean $\mu_i$ and $\ln{\mu_i}=\beta_1+\beta_2 x_i$. +A likelihood function can be written and the parameters can be estimated using maximum likelihood. + +## The Generalized Linear Model (`GLM`) + +Data $y_i$ are from a distribution within the exponential family, with mean $\mu_i$ and $g(\mu_i)=\textbf{x}'_i\boldsymbol{\beta}$ for some link function, $g$. +A likelihood function can now be written and the parameters can be estimated using maximum likelihood. + +### Details + +Data $y_i$ are from a distribution within the exponential family, with mean $\mu_i$ and $g(\mu_i)=\textbf{x}'_i\boldsymbol{\beta}$ for some link function, $g$. + +The exponential family includes distributions such as the Gaussian, binomial, Poisson, and gamma (and thus exponential and chi-squared) + +The link functions are typically + +- identity (with the Gaussian) + +- log (with the Poisson and the gamma) + +- logistic (with the binomial) + +A likelihood function can be set up for each of these models and the parameters can be estimated using maximum likelihood. + +The `glm` package in R has options to estimate parameters in these models.