Definition:Generalized Linear Model/Link Function

Definition

Consider a generalized linear model which is a function $\map g \mu$ of the expectation $\mu$ of a random variable $Y$.

The function $\map g \mu$ is known as the link function.

Also see

• Results about generalized linear models can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): generalized linear models
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): generalized linear models