Generalized linear models

Linear probability model

In statistics, a linear probability model is a special case of a binary regression model. Here the dependent variable for each observation takes values which are either 0 or 1. The probability of observing a 0 or 1 in any one case is treated as depending on one or more explanatory variables. For the "linear probability model", this relationship is a particularly simple one, and allows the model to be fitted by linear regression. The model assumes that, for a binary outcome (Bernoulli trial), , and its associated vector of explanatory variables, , For this model, and hence the vector of parameters β can be estimated using least squares. This method of fitting would be inefficient, and can be improved by adopting an iterative scheme based on weighted least squares, in which the model from the previous iteration is used to supply estimates of the conditional variances, , which would vary between observations. This approach can be related to fitting the model by maximum likelihood. A drawback of this model is that, unless restrictions are placed on , the estimated coefficients can imply probabilities outside the unit interval . For this reason, models such as the logit model or the probit model are more commonly used. (Wikipedia).

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Linear regression

Linear regression is used to compare sets or pairs of numerical data points. We use it to find a correlation between variables.

From playlist Learning medical statistics with python and Jupyter notebooks

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From playlist Statistics

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From playlist Linear Regression.

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In this video, I will guide you through a really beautiful way to visualize the formula for the slope, beta, in simple linear regression. In the next few chapters, I will explain the regression problem in the context of linear algebra, and visualize linear algebra concepts like least squa

From playlist From Linear Regression to Linear Algebra

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Linear regression arises naturally from a sequence of simple choices: discriminative model, Gaussian distributions, and linear functions. A playlist of these Machine Learning videos is available here: http://www.youtube.com/view_play_list?p=D0F06AA0D2E8FFBA

From playlist Machine Learning

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Intro to Linear Systems: 2 Equations, 2 Unknowns - Dr Chris Tisdell Live Stream

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From playlist Intro to Linear Systems

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From playlist Statistical Rethinking Winter 2019

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Linear regression ANOVA ANCOVA Logistic Regression

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Related pages

Dependent and independent variables | Probit model | Unit interval | Least squares | Bernoulli trial | Linear regression | Statistics | Binary regression | Linear approximation | Weighted least squares