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Identity link (g(μ)=μ)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Generalized linear model Link function
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The identity link function equates the response mean with the linear predictor. In a generalized linear model it gives μi​=xiT​β. It is the canonical link function for the normal distribution. For response families whose means must remain positive or between zero and one, using the identity link requires corresponding restrictions on the linear predictor.

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  • Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 42 / 5 / Solution

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