Misplaced Pages

Log-linear model

Article snapshot taken from Wikipedia with creative commons attribution-sharealike license. Give it a read and then ask your questions in the chat. We can research this topic together.
(Redirected from Log-linear modeling) Mathematical model
This article needs additional citations for verification. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed.
Find sources: "Log-linear model" – news · newspapers · books · scholar · JSTOR (July 2012) (Learn how and when to remove this message)

A log-linear model is a mathematical model that takes the form of a function whose logarithm equals a linear combination of the parameters of the model, which makes it possible to apply (possibly multivariate) linear regression. That is, it has the general form

exp ( c + i w i f i ( X ) ) {\displaystyle \exp \left(c+\sum _{i}w_{i}f_{i}(X)\right)} ,

in which the fi(X) are quantities that are functions of the variable X, in general a vector of values, while c and the wi stand for the model parameters.

The term may specifically be used for:

The specific applications of log-linear models are where the output quantity lies in the range 0 to ∞, for values of the independent variables X, or more immediately, the transformed quantities fi(X) in the range −∞ to +∞. This may be contrasted to logistic models, similar to the logistic function, for which the output quantity lies in the range 0 to 1. Thus the contexts where these models are useful or realistic often depends on the range of the values being modelled.

See also

Further reading

  • Gujarati, Damodar N.; Porter, Dawn C. (2009). "How to Measure Elasticity: The Log-Linear Model". Basic Econometrics. New York: McGraw-Hill/Irwin. pp. 159–162. ISBN 978-0-07-337577-9.
Category: