Generalized Weighted Linear Models Based on Distribution Functions

  • Yeo, In-Kwon (Division of Mathematics and Statistical Informatics, Chonbuk National University)
  • Published : 2003.10.31

Abstract

In this paper, a new form of generalized linear models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

Keywords