Class GeneralizedLinearModelQuasiFamily
- java.lang.Object
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- dev.nm.stat.regression.linear.glm.quasi.GeneralizedLinearModelQuasiFamily
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- All Implemented Interfaces:
LinearModel
public class GeneralizedLinearModelQuasiFamily extends Object implements LinearModel
GLM for the quasi-families. In order to construct a likelihood function it is usually necessary to posit a probabilistic mechanism specifying, for a range of parameter values, the probabilities of all relevant samples that might possibly have been observed. Such a specification implies the knowledge of the mechanism by which the data were generated or substantial experience of similar data from previous experiments. Often, this knowledge is not available. We may, however, be able to specify the range of possible response values and past experience with similar data is usually sufficient to specify, in a qualitative fashion, a few additional characteristic features of the data. From these characteristics, we may construct a quasi-likelihood function. Note that AIC is not computed for the quasi-GLM because there is no 'real' likelihood function.
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Constructor Summary
Constructors Constructor Description GeneralizedLinearModelQuasiFamily(QuasiGLMProblem problem)Constructs aGeneralizedLinearModelQuasiFamilyinstance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description QuasiGLMBetabeta()Gets the GLM coefficient estimator, β^.doubleEy(Vector x)Computes the expectation \(E(y(x))\) given an input.QuasiGLMResidualsresiduals()Gets the residual analysis.
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Constructor Detail
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GeneralizedLinearModelQuasiFamily
public GeneralizedLinearModelQuasiFamily(QuasiGLMProblem problem)
Constructs aGeneralizedLinearModelQuasiFamilyinstance.- Parameters:
problem- the quasi generalized linear regression problem to be solved
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Method Detail
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Ey
public double Ey(Vector x)
Description copied from interface:LinearModelComputes the expectation \(E(y(x))\) given an input.- Specified by:
Eyin interfaceLinearModel- Parameters:
x- an input- Returns:
- \(E(y(x))\)
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beta
public QuasiGLMBeta beta()
Gets the GLM coefficient estimator, β^.- Specified by:
betain interfaceLinearModel- Returns:
- the GLM coefficient estimator, β^
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residuals
public QuasiGLMResiduals residuals()
Gets the residual analysis.- Specified by:
residualsin interfaceLinearModel- Returns:
- the residual analysis
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