is an option for GeneralizedLinearModelFit that specifies the exponential family for the model.


  • ExponentialFamily specifies the assumed distribution for the independent observations modeled by .
  • The density function for an exponential family can be written in the form for functions , , , , and , random variable , canonical parameter , and dispersion parameter .
  • Possible parametric distributions include: "Binomial", "Poisson", "Gamma", "Gaussian", "InverseGaussian".
  • The observed responses are restricted to the domains of parametric distributions as follows:
  • "Binomial"
  • The setting ExponentialFamily->"QuasiLikelihood", defines a quasi-likelihood function, used for a maximum likelihood fit.
  • The log quasi-likelihood function for the response and prediction is given by , where is the dispersion parameter and is the variance function. The dispersion parameter is estimated from input data and can be controlled through the option DispersionEstimatorFunction.
  • The setting ExponentialFamily->{"QuasiLikelihood",opts} allows the following quasi-likelihood suboptions to be specified:
  • "ResponseDomain"Function[y,y>0]domain for responses
    "VarianceFunction"Function[μ,1]variance as function of mean
  • The parametric distributions can be emulated with quasi-likelihood structures by using the following "VarianceFunction" and "ResponseDomain" suboption settings:
  • "Binomial"0<=y<=1
  • "QuasiLikelihood" variants of "Binomial" and "Poisson" families can be used to model overdispersed () or underdispersed () data, different from the theoretical dispersion ().
  • Common variance functions, response domains, and uses include:
  • power models, actuarial science, meteorology, etc.
    probability models, binomial related, etc.
    counting models, Poisson related, etc.


open allclose all

Basic Examples  (1)

Click for copyable input

Fit data to a simple linear regression model:

Click for copyable input

Fit to a canonical gamma regression model:

Click for copyable input

Fit to a canonical inverse Gaussian regression model:

Click for copyable input

Scope  (2)

Properties & Relations  (3)

See Also

GeneralizedLinearModelFit  LinkFunction  DispersionEstimatorFunction

Introduced in 2008