Question

Which of the following component is involved in generalized linear models?

(a) An exponential family model for the response

(b) A systematic component via a linear predictor

(c) A link function that connects the means of the response to the linear predictor

(d) All of the mentioned

I had been asked this question in unit test.

My question comes from Binary and Count Outcomes topic in portion Statistical Inference and Regression Models of Data Science

Answer 1

The correct option is (d) All of the mentioned

Easy explanation - GLM is a flexible generalization of ordinary linear regression that allows for response variables that have error distribution models other than a normal distribution.