BS2 Further Statistical Inference HT08 - Lecture 5
Generalized linear models
This lecture describes the basic elements of a generalized linear model and its relation to exponential families and discusses issues of estimation when either the dispersion parameter or the parameters for the linear predictor are considered as nuisance parameters.
Recommended reading for this lecture is Sections 10.1-10.4 (page 265-287) of
Garthwaite, Joliffe and Jones (2002). Statistical Inference. 2nd edition, Oxford University Press,
Last updated: Tuesday, 05 February 2008 12:09. Steffen L. Lauritzen