Exponential Family of Distributions and Generalized Linear Models

Author(s):  
Annette J. Dobson
2005 ◽  
Vol 56 (1-4) ◽  
pp. 251-282
Author(s):  
R. Prabhakar Rao ◽  
B.C. Sutradhar

Summary Generalized linear models are used to analyze a wide variety of discrete and continuous data with possible overdispersion under the assumption that the data follow an exponential family of distributions. The violation of this assumption may have adverse effects on the statistical inferences. The existing goodness of fit tests for checking this assumption are valid only for a standard exponential family of distributions with no overdispersion. In this paper, we develop a global goodness of fit test for the general exponential family of distributions which may or may not contain overdispersion. The proposed statistic has asymptotically standard Gaussian distribution which should be easy to implement.


1990 ◽  
Vol 3 (2) ◽  
pp. 99-116
Author(s):  
Toufik Zoubeidi

Suppose that, given ω=(ω1,ω2)∈ℜ2, X1,X2,… and Y1,Y2,… are independent random variables and their respective distribution functions Gω1 and Gω2 belong to a one parameter exponential family of distributions. We derive approximations to the posterior probabilities of ω lying in closed convex subsets of the parameter space under a general prior density. Using this, we then approximate the Bayes posterior risk for testing the hypotheses H0:ω∈Ω1 versus H1:ω∈Ω2 using a zero-one loss function, where Ω1 and Ω2 are disjoint closed convex subsets of the parameter space.


2007 ◽  
Vol 37 (1) ◽  
pp. 283-348 ◽  
Author(s):  
Carter T. Butts

A formal framework is introduced for a general class of assignment systems that can be used to characterize a range of social phenomena. An exponential family of distributions is developed for modeling such systems, allowing for the incorporation of both attributional and relational covariates. Methods are shown for simulation and inference using the location system model. Two illustrative applications (occupational stratification and residential settlement patterns) are presented, and simulation is employed to show the behavior of the location system model in each case; a third application, involving occupancy of positions within an organization, is used to demonstrate inference for the location system. By leveraging established results in the fields of social network analysis, spatial statistics, and statistical mechanics, it is argued that sociologists can model complex social systems without sacrificing inferential tractability.


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