glm
This document provides comprehensive guidance on generalized linear models in statsmodels, including families, link functions, and applications.
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Content
# Generalized Linear Models (GLM) Reference
This document provides comprehensive guidance on generalized linear models in statsmodels, including families, link functions, and applications.
## Overview
GLMs extend linear regression to non-normal response distributions through:
1. **Distribution family**: Specifies the conditional distribution of the response
2. **Link function**: Transforms the linear predictor to the scale of the mean
3. **Variance function**: Relates variance to the mean
**General form**: g(μ) = Xβ, where g is the link function and μ = E(Y|X)
## When to Use GLM
- **Bina
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