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Generalized linear models are widely used by data analysts. However, the choice of the link function is often made arbitrarily. Here we permit the data to estimate the link function by incorporating ...
The Canadian Journal of Economics / Revue canadienne d'Economique, Vol. 18, No. 1, Econometrics Special (Feb., 1985), pp. 28-37 (10 pages) A computationally tractable, easily interpretable linear ...