GLMs normally use a hierarchical structure by which the presence of a higher-order term implies also including

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GLMs normally use a hierarchical structure by which the presence of a higher-order term implies also including the lower-order terms. Explain why this is sensible, by showing that

(a) a model that includes an x2 explanatory variable but not x makes a strong assumption about where the maximum or minimum of E(y) occurs,

(b) a model that includes x1x2 but not x1 makes a strong assumption about the effect of x1 when x2 = 0.

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Foundations Of Linear And Generalized Linear Models

ISBN: 9781118730034

1st Edition

Authors: Alan Agresti

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Question Posted: Sep 19, 2024 02:21 PM

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GLMs normally use a hierarchical structure by which the presence of a higher-order term implies also including

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Foundations Of Linear And Generalized Linear Models

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