The Generalised Linear Model (2)

PSM 2

Bennett Kleinberg

22 Jan 2019

Welcome

Probability, Statistics & Modeling II

Lecture 3

GLM 2

What question do you have?

Today

  • Recap linear regression
  • Why the GLM?
  • Extended cases: logistic regression
  • How good is the model?
  • How does one model compare to another?

Recap linear regression

Ingredients?

Recap linear regression

Core idea?

Recap linear regression

Types of effects?

Recap linear regression

Residuals?

x1 = 1:10
y = x1 + rep(c(-1, 1))
df = data.frame(x1, y)
plot(x1, y)