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I have to disagree with you. While assuming Gaussian disturbance terms results in a linear regression, the linear regression framework is more general. It makes
by markkvdb 6y ago
I have to disagree with you. While assuming Gaussian disturbance terms results in a linear regression, the linear regression framework is more general. It makes no assumptions about the distribution of the disturbance terms. Instead, it merely restricts the variance to be constant over all values of the response variable.
- nerdponx 6y agoBoth things can be true. Linear regression is extra-special because it's a special case of several different frameworks and model classes. I should have written that it's better (in my opinion) to think of logistic regression in the context of GLMs, at least while you're learning. Edit: yes logistic regression is a special case of regression with a different loss function. But it's not nearly "as special" as linear regression.
- zwaps 6y agoAs above, I would strongly agree with you. Both linear and logistic regression can be special cases of frameworks that are more general and far less parametric than GLM. But they also have very intuitive or hands-on explanations, especially logistic regression, which GLM doesn't have.