100% satisfaction guarantee Immediately available after payment Both online and in PDF No strings attached
logo-home
STA3043/7/8 Generalised Linear Models Exam Summary R125,00   Add to cart

Summary

STA3043/7/8 Generalised Linear Models Exam Summary

 4 views  0 purchase

This document is a summary of the important concepts you are required to know for the GLM section of the STA3043/7/8 exam. It is a short summary that highlights the main sections in the exam. This summary is to be used in conjunction with past tests.

Preview 2 out of 7  pages

  • November 28, 2023
  • 7
  • 2023/2024
  • Summary
avatar-seller
CassandraDS
EXPONENTIAL FAMILY & GLMS
Three components required for GLM
Response variables Y, Yn assumed be from a distribution
1. . .
.,
to
belonging to the

exponential family
. A
2 set of parameters B and explanatory variables si for i= 1 ,2
, ...,
N

. A
3 monotone link function g) such that g(mi)-ociTB for i= 1, 2
, ...,
N



Exponential family parameter of interest


f(y : 2) =
exp(a(y)b(z) + c(q) +
d(y)
·

aly) y - = canonical form

·
bla) is the natural parameter
mean and Variance
(2)
E(a(y))
-


=
D'(8)
C'(G)b"(a) -

C"(2)b'(G)
var(a(y)) =
(b'(2))3

Likelihood function

e(y ; 8) =
a(y)b(a) + c(a) +
d(y)
e'(y : 2) =
a(y)b'(z) +
c'(2)

e"(yiz) =
a(y)b"(2) + c"(2)
Score function

U(aiy) G = =
a(y)b'(a) + C'(2) function

U =
a(Y)b' (2) + c' (2) statistic

E(U) =
b'(G)E(a(y)] + c'(z)
=-
D'Ac
E(U] =
0

var(u] =
E(u2) -


E(u) =
E(Un
var(u) =
-

f(u) = Y
-

E(U) =
b"(8)f(a(Y)] -

c"(2)
-
Cable
Y =
(b'(a)) Var(a(y)]

,

The benefits of buying summaries with Stuvia:

Guaranteed quality through customer reviews

Guaranteed quality through customer reviews

Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.

Quick and easy check-out

Quick and easy check-out

You can quickly pay through EFT, credit card or Stuvia-credit for the summaries. There is no membership needed.

Focus on what matters

Focus on what matters

Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!

Frequently asked questions

What do I get when I buy this document?

You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.

Satisfaction guarantee: how does it work?

Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.

Who am I buying this summary from?

Stuvia is a marketplace, so you are not buying this document from us, but from seller CassandraDS. Stuvia facilitates payment to the seller.

Will I be stuck with a subscription?

No, you only buy this summary for R125,00. You're not tied to anything after your purchase.

Can Stuvia be trusted?

4.6 stars on Google & Trustpilot (+1000 reviews)

77824 documents were sold in the last 30 days

Founded in 2010, the go-to place to buy summaries for 14 years now

Start selling
R125,00
  • (0)
  Buy now