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Generalized Linear Model Theory - Princeton University

B.2 Maximum Likelihood Estimation An important practical feature of generalized linear models is that they can all be fit to data using the same algorithm, a form of iteratively re-weighted least squares. In this section we describe the algorithm. Given a trial estimate of the parameters βˆ, we calculate the estimated linear predictor ˆη i ...

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  Linear, Model, Estimation, Generalized, Generalized linear models, Likelihood, Generalized linear, Likelihood estimation

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