School Seminars and Colloquia

Reduced-rank vector generalised linear models

Statistics Seminar

by Dr Thomas Yee

Institution: Department of Statistics, The University of Auckland
Date: Thu 17th February 2011
Time: 2:15 PM
Location: Room 213, Richard Berry Building, The Univesity of Melbourne

Abstract: The class of vector generalized linear and additive models
(VGLMs/VGAMs) is very large and contains many statistical
models, e.g., univariate and multivariate distributions,
categorical data analysis, extreme value analysis, correlated
binary data and nonlinear regression. Upon a quick overview of
the framework and how to fit these using my VGAM package for R,
we will focus on the reduced-rank VGLM (RR-VGLM) subclass. This
contains the reduced-rank multinomial logit (aka stereotype)
and Goodman's row-column association models for count data.
Ecological ordination can, in theory, be partially performed too.
Two-parameter RR-VGLMs hold surprisingly useful applications such
as a negative-binomial distribution with a flexible data-driven
variance function (aka NB-P) and the zero-inflated Poisson
(aka COZIGAM). RR-VGLMs provide a technique for practical
quasi-likelihood data analysis and there is untapped potential
to be developed here.

For More Information: contact: Richard Huggins. email: