Modern Clinical Data Science

Chapter 12

Generalized Linear Models

Generalized linear models (GLMs) allow us to solve different types of supervised learning problems using the same basic framework (linear combination of predictors, model the outcome as a probability distribution, use maximum likelihood estimation to fit). Linear and logistic regression are examples of GLMs; we introduce Poisson regression as a third example. We talk about how the models are fit using the analogy of hill climbing. Key terms: link function, gradient ascent, Fisher scoring. (25:13; 14 pages)

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