Question: In GLM, the systematic component is =X, where: X is a matrix of n by p value of covariates. is a vector of p by

In GLM, the systematic component is =X, where:

X is a matrix of n by p value of covariates.

is a vector of p by 1 of unknown coefficients.

Let bethe maximum likelihood estimator of

  1. What available methods can you estimate the variance of
  2. What statistical methods can be use to compare different GLM models?

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