Generalised Linear Models

Mon, 31 Aug 2026 00:23:09 +1000

a generalised linear model is what remains of linear regression once you stop pretending every response is gaussian. nelder and wedderburn’s 1972 observation was that the gaussian, binomial, poisson, exponential and gamma models all run on the same three-part engine — a linear predictor, a link, and an exponential-family response — so estimation (fisher scoring), inference (deviance) and diagnostics (standardised residuals) can be built once and inherited by every member. 𐃏

Link-Functions on Aayush Bajaj's Augmenting Infrastructure

Generalised Linear Models