You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...

This is a preview. Log in through your library . Abstract This paper presents methods for computing aggregate change in probabilities of a binary dependent variable from changes in distributions of ...

Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...

We consider high-dimensional generalized linear models with Lipschitz loss functions, and prove a nonasymptotic oracle inequality for the empirical risk minimizer with Lasso penalty. The penalty is ...

Using linear probability models and an instrumental variables model, we found that patients whose care was managed by a hospital-integrated cardiologist were no more likely to receive stress tests ...