error structure GLM

Discussion in 'SP8' started by indexo, Jun 28, 2020.

  1. indexo

    indexo Very Active Member


    Does error structure of a GLM model essentially mean the variance function (i.e. variance should be proportional to)?
  2. padasala

    padasala Very Active Member

    Your question is a little ambiguous.

    The error structure effectively depends on the distribution of the underlying data and is often used to check if the link function used is adequate. If you use the right link function, the errors should be randomly distributed

    The variance function basically determines how the variance is related to the mean
    Katherine Young likes this.

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