Abstract
For completeness, this chapter summarizes some relevant aspects of the linear model (LM) and generalized linear model (GLM) for the book. A basic understanding of these is helpful when considering VGLMs later. Some topics covered include link functions, the exponential family, assumptions, estimation (especially IRLS), numerical and computing aspects, how to fit these models in R, and diagnostics. Also, a section on smoothing is provided, which covers splines and local regression at an introductory level. Generalized additive models are briefly mentioned.
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Notes
- 1.
The curvature of a curve y = f(x) is \(\left \vert f''(x)\right \vert \,\left \{1 + \left [f'(x)\right ]^{2}\right \}^{-3/2}\). If the { } term is dropped (because the assumption | f′(x) | ≪ 1 is almost always made in physics and engineering), then | f″(x) | is left as an approximation to the curvature. In natural cubic spline interpolation, we are finding a curve with minimal (approximate) curvature over an interval, for the quantity \(\int \left [f''(x)\right ]^{2}\,dx\) is being minimized.
- 2.
Explicitly, letting \(h_{i} = x_{i+1} - x_{i}\) for i = 1, …, n − 1, their nonzero elements are: \((\mathbf{T})_{ii} = (h_{i} + h_{i+1})/3\), \((\mathbf{T})_{i,i-1} = (\mathbf{T})_{i,i+1} = h_{i}/6\), \((\mathbf{Q})_{ii} = h_{i}^{-1}\), \((\mathbf{Q})_{i+1,i} = -(h_{i}^{-1} + h_{i+1}^{-1})\) and \((\mathbf{Q})_{i+2,i} = h_{i+1}^{-1}\).
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Yee, T.W. (2015). LMs, GLMs and GAMs. In: Vector Generalized Linear and Additive Models. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2818-7_2
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