com.numericalmethod.suanshu.stats.regression.linear.glm.quasi
Class GeneralizedLinearModelQuasiFamily

java.lang.Object
  com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.GeneralizedLinearModelQuasiFamily

public class GeneralizedLinearModelQuasiFamily
extends java.lang.Object

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.

See Also:

"P. J. MacCullagh and J. A. Nelder, "Chapter 9, An algorithm for fitting generalized linear models," in Generalized Linear Models, 2nd ed."

Constructor Summary

GeneralizedLinearModelQuasiFamily(QuasiGLMProblem problem)
Construct a GeneralizedLinearModelQuasiFamily instance.

Method Summary

QuasiGLMBeta	beta() Get the GLM coefficient estimator, β^.
QuasiGLMProblem	getProblem() Get the quasi- generalized linear regression problem to be solved.
QuasiGLMResiduals	residuals() Get the residual analysis.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GeneralizedLinearModelQuasiFamily

public GeneralizedLinearModelQuasiFamily(QuasiGLMProblem problem)

Construct a GeneralizedLinearModelQuasiFamily instance.

Parameters:

problem - the quasi generalized linear regression problem to be solved

Method Detail

getProblem

public QuasiGLMProblem getProblem()

Get the quasi- generalized linear regression problem to be solved.

Returns:

the quasi- generalized linear regression problem to be solved

beta

public QuasiGLMBeta beta()

Get the GLM coefficient estimator, β^.

Returns:

the GLM coefficient estimator, β^

residuals

public QuasiGLMResiduals residuals()

Get the residual analysis.

Returns:

the residual analysis