Examines the model's parameters for constraints (e.g. positive variance, etc.)

## Syntax

**GLM_CHECK**(

**Betas**,

**Phi**,

**Lvk**)

**Betas** are the coefficients of the GLM model (a one dimensional array of cells (e.g. rows or columns)).

**Phi** is the GLM dispersion paramter. Phi is only meaningful for Binomial (1/batch or trial size) and for Guassian (variance).

Distribution | PHI |
---|---|

Gaussian | Variance |

Poisson | 1.0 |

Binomial | Reciprocal of the batch/trial size) |

**Lvk** is the link function that describes how the mean depends on the linear predictor (1=Identity (default), 2=Log, 3=Logit, 4=Probit, 5=Log-Log).

Link | Description |
---|---|

1 | Identity (residuals ~ Normal distribution) |

2 | Log (residuals ~ Poisson distribution) |

3 | Logit (residuals ~ Binomial distribution) |

4 | Probit(residuals ~ Binomial distribution) |

5 | Complementary log-log (residuals ~ Binomial distribution) |

## Remarks

- The underlying model is described here.
- The GLM_CHECK function examines primarily the value of dispersion factor (Phi):
- For Poisson distribution, the dispersion factor (Phi) must be equal to 1(one).
- For Binomial distribution: the dispersion factor (Phi) must be greater than zero, and less than one.
- For Guassian distribution, the dispersion coefficient (Phi) must be positive.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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