Question: In a GLM that uses a noncanonical link function, explain why it need not be true that i ????i = i yi. Hence,

In a GLM that uses a noncanonical link function, explain why it need not be true that ∑

i ̂????i = ∑

i yi. Hence, the residuals need not have a mean of 0.

Explain why a canonical link GLM needs an intercept term in order to ensure that this happens.

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