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2015 | OriginalPaper | Chapter

3. VGLMs

Author : Thomas W. Yee

Published in: Vector Generalized Linear and Additive Models

Publisher: Springer New York

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Abstract

This chapter covers the most important class of models, viz. vector generalized linear models (VGLMs). It includes the basic ideas of (parameter) link functions, constraint matrices, the xij argument, inference, computational details, (e.g., QR decomposition, Cholesky), residuals and diagnostics. Some basic details on software usage is given.

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Footnotes
1
In being simple, the formula cannot handle terms such as . and -x2, nor interactions and nested terms, etc.
 
2
If not, then this is known as a “varying choice set” in the discrete-choice model literature. This presently is outside the VGLM/VGAM framework.
 
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Metadata
Title
VGLMs
Author
Thomas W. Yee
Copyright Year
2015
Publisher
Springer New York
Book
Vector Generalized Linear and Additive Models

Print ISBN: 978-1-4939-2817-0

Electronic ISBN: 978-1-4939-2818-7

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-1-4939-2818-7_3

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