+ Reply to Thread
Results 1 to 13 of 13

Thread: General vs Generalized Linear Models

  1. #1
    Ninja say what!?!
    Points: 8,297, Level: 61
    Level completed: 49%, Points required for next Level: 153
    Link's Avatar
    Posts
    1,165
    Thanks
    37
    Thanked 84 Times in 76 Posts

    General vs Generalized Linear Models




    While defending my thesis yesterday, this difference was pointed out. Surprised that there was actually a difference I wasn't aware of, I've looked it up and understand it better now....but this does make me curious.

    How many of you happen to know the difference right now without having to look it up? I'm just wondering if my case is unusual or if this is more prevalent than I thought.

  2. #2
    R purist
    Points: 35,103, Level: 100
    Level completed: 0%, Points required for next Level: 0
    TheEcologist's Avatar
    Location
    United States
    Posts
    1,921
    Thanks
    303
    Thanked 607 Times in 341 Posts

    Re: General vs Generalized Linear Models

    Quote Originally Posted by Link View Post
    While defending my thesis yesterday, this difference was pointed out. Surprised that there was actually a difference I wasn't aware of, I've looked it up and understand it better now....but this does make me curious.

    How many of you happen to know the difference right now without having to look it up? I'm just wondering if my case is unusual or if this is more prevalent than I thought.
    Yeah, I've run into this problem as well, bummer that it was during your defense! Everything turn out oke?

    In a sentence, the general linear model is just the standard linear model form as we all know it Y=AX+E (Where X is the design matrix and A a matrix of parameters ) used in many procedures: ANOVA, ANCOVA ect and fit with OLS (with all normal assumptions). But in generalized linear modeling, the key difference is a relaxation of the OLS; i.e. the errors do not need to follow a normal distribution, but may follow any error model of your choice.

    I totally agree with you that the names are not very useful. Lets think of some better names and start a trend, by stubbornly refusing to use the old names
    The true ideals of great philosophies always seem to get lost somewhere along the road..

  3. #3
    Ninja say what!?!
    Points: 8,297, Level: 61
    Level completed: 49%, Points required for next Level: 153
    Link's Avatar
    Posts
    1,165
    Thanks
    37
    Thanked 84 Times in 76 Posts

    Re: General vs Generalized Linear Models

    LOL. Thanks for the thoughts. It wasn't a big problem though since the professors are nice. It turned out rather well though.

  4. #4
    Devorador de queso
    Points: 95,889, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Posting AwardCommunity AwardDiscussion EnderFrequent Poster
    Dason's Avatar
    Location
    Tampa, FL
    Posts
    12,937
    Thanks
    307
    Thanked 2,630 Times in 2,246 Posts

    Re: General vs Generalized Linear Models

    Quote Originally Posted by TheEcologist View Post
    I totally agree with you that the names are not very useful. Lets think of some better names and start a trend, by stubbornly refusing to use the old names
    It'll never work... once things get set it's terribly hard to change.

    I did know the difference by the way but I wouldn't have been able to tell you the difference a year and a half ago...

  5. #5
    Points: 2,895, Level: 32
    Level completed: 97%, Points required for next Level: 5

    Posts
    219
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Re: General vs Generalized Linear Models

    Someone asked me once if I knew how to use generalized linear models. I said yes. They then explained their data to me and that their dependent variable was binary. I spend the following couple of days figuring it out : )

    SPSS helps, I think.

    Congrats.

  6. #6
    Devorador de queso
    Points: 95,889, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Posting AwardCommunity AwardDiscussion EnderFrequent Poster
    Dason's Avatar
    Location
    Tampa, FL
    Posts
    12,937
    Thanks
    307
    Thanked 2,630 Times in 2,246 Posts

    Re: General vs Generalized Linear Models

    Quote Originally Posted by lumhearts View Post
    SPSS helps, I think.
    How does SPSS help? (I've never used SPSS so I'm just wondering what you mean by that)

  7. #7
    Points: 1,838, Level: 25
    Level completed: 38%, Points required for next Level: 62

    Location
    UK
    Posts
    163
    Thanks
    0
    Thanked 9 Times in 9 Posts

    Re: General vs Generalized Linear Models

    I would have called them linear models and generalised linear models. I've never heard them called general linear models before, but, now I know!

  8. #8
    Devorador de queso
    Points: 95,889, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Posting AwardCommunity AwardDiscussion EnderFrequent Poster
    Dason's Avatar
    Location
    Tampa, FL
    Posts
    12,937
    Thanks
    307
    Thanked 2,630 Times in 2,246 Posts

    Re: General vs Generalized Linear Models

    I typically hear them referred to as just "linear models" but then again... sas has a different opinion.

  9. #9
    Points: 3,124, Level: 34
    Level completed: 50%, Points required for next Level: 76

    Location
    Raleigh,NC
    Posts
    80
    Thanks
    0
    Thanked 9 Times in 9 Posts

    Re: General vs Generalized Linear Models

    Why does the Generalized linear model not have an error term? That is, the function is written as n=X\beta opposed to n=X\beta+\epsilon. The most common example I see is the logistic regression example, which makes sense; however, I would like to understand it in a more generalized sense. Does it have something to do with the variance function?

  10. #10
    Devorador de queso
    Points: 95,889, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Posting AwardCommunity AwardDiscussion EnderFrequent Poster
    Dason's Avatar
    Location
    Tampa, FL
    Posts
    12,937
    Thanks
    307
    Thanked 2,630 Times in 2,246 Posts

    Re: General vs Generalized Linear Models

    You don't typically see n on the left hand side of that equation. It's typically \mu that gets put there. In a generalized linear model you're modeling the conditional mean of the response given the covariates (the X matrix). Since we can specify a number of different distributions for the conditional distribution it doesn't necessarily make sense to think of it in terms of "mean + error" and instead just think of it as a random response where we know something about the mean.
    I don't have emotions and sometimes that makes me very sad.

  11. #11
    Omega Contributor
    Points: 38,396, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    7,001
    Thanks
    398
    Thanked 1,186 Times in 1,147 Posts

    Re: General vs Generalized Linear Models

    Yeah I know the difference, but like Dason, there was a time when I would have figured they were the same thing. Statistics seems saturated in confusing terms, since so many fields depend on them. I actually took a generalized course before graduating (in a stats department, not my own), so I lucked out there. I always think of it as a fewer assumptions approach.


    Recently, I have been hearing more and more about how you ideally want to make the fewest assumptions you can about your data, which can help with avoiding model miss-specification. This seems to push one more towards non-parametric approaches (e.g., non-parametric bootstrapping, etc.).
    Stop cowardice, ban guns!

  12. #12
    Devorador de queso
    Points: 95,889, Level: 100
    Level completed: 0%, Points required for next Level: 0
    Awards:
    Posting AwardCommunity AwardDiscussion EnderFrequent Poster
    Dason's Avatar
    Location
    Tampa, FL
    Posts
    12,937
    Thanks
    307
    Thanked 2,630 Times in 2,246 Posts

    Re: General vs Generalized Linear Models

    Quote Originally Posted by hlsmith View Post
    I always think of it as a fewer assumptions approach.
    How so? \hspace{1cm}
    I don't have emotions and sometimes that makes me very sad.

  13. #13
    Omega Contributor
    Points: 38,396, Level: 100
    Level completed: 0%, Points required for next Level: 0
    hlsmith's Avatar
    Location
    Not Ames, IA
    Posts
    7,001
    Thanks
    398
    Thanked 1,186 Times in 1,147 Posts

    Re: General vs Generalized Linear Models


    Well, I haven't given this tremendous thought, but the ability to use say sandwich estimators. It was my feeling that once you 'give-up' and use such approaches you are departing from general regression and making I guess different assumptions (perhaps not as stringent).
    Stop cowardice, ban guns!

+ Reply to Thread

           




Similar Threads

  1. Generalized Linear Models make no sense to me
    By paralleluniverse in forum Statistics
    Replies: 1
    Last Post: 09-12-2010, 10:47 AM
  2. Replies: 1
    Last Post: 10-19-2009, 03:21 AM
  3. Replies: 0
    Last Post: 03-31-2009, 03:53 PM
  4. Help with General Linear Model
    By jamjam280 in forum Statistics
    Replies: 3
    Last Post: 03-16-2009, 07:57 AM
  5. Generalized linear models in R
    By Elle in forum R
    Replies: 2
    Last Post: 09-01-2007, 12:33 PM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats