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Everything about Vector generalized linear model

Concept in statistics

In statistics, the class of vector generalized linear models (VGLMs) was proposed to enlarge the scope of models catered for by generalized linear models (GLMs). In particular, VGLMs allow for response variables outside the classical exponential family and for more than one parameter. Each parameter can be transformed by a link function. The VGLM framework is also large enough to naturally accommodate multiple responses; these are several independent responses each coming from a particular statistical distribution with possibly different parameter values. Wikipedia →

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  1. Read the overview: Vector generalized linear modelA 5-minute orientation
  2. Pick up a classic book: Economic-mathematical methods and models under uncertaintyThe most-reprinted book on the subject
  3. Read the landmark paper: Reduced-rank vector generalized linear modelsCited 122 times
  4. Go sideways: Generalized functional linear modelA closely related topic
  5. Go sideways: Generalized additive model for location, scale and shapeA closely related topic

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