Class GeneralizedLinearModelQuasiFamily

  • 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.

    • Constructor Detail

      • GeneralizedLinearModelQuasiFamily

        public GeneralizedLinearModelQuasiFamily​(QuasiGLMProblem problem)
        Constructs a GeneralizedLinearModelQuasiFamily instance.
        Parameters:
        problem - the quasi generalized linear regression problem to be solved
    • Method Detail

      • Ey

        public double Ey​(Vector x)
        Description copied from interface: LinearModel
        Computes the expectation \(E(y(x))\) given an input.
        Specified by:
        Ey in interface LinearModel
        Parameters:
        x - an input
        Returns:
        \(E(y(x))\)
      • beta

        public QuasiGLMBeta beta()
        Gets the GLM coefficient estimator, β^.
        Specified by:
        beta in interface LinearModel
        Returns:
        the GLM coefficient estimator, β^