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Generalized Linear Model Theory - Princeton University
data.princeton.eduTheory We describe the generalized linear model as formulated by Nelder and Wed-derburn (1972), and discuss estimation of the parameters and tests of hy-potheses. B.1 The Model Let y 1,...,y n denote n independent observations on a response. We treat y i as a realization of a random variable Y i. In the general linear model we assume that Y