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st: Choosing a family using glm


From   Laurie Molina <molinalaurie@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Choosing a family using glm
Date   Tue, 24 Aug 2010 12:10:13 -0500

Dear Statalist,

I'm trying to fit a glm to get non negative fitted values.
I am thinking to use a glm with a log link.
But i am  not sure about wich family to use.

Is there any test i can perform to choose between the normal and gamma
distribution?

My data is for the rent price of houses, so it is not count data and
therefore i think i should not use poisson.

And just one more question:

To my understend in a clasical linear regression the asumption of
normality is in the distribution of the error term, but in glm the
asumption defined by the family selection is on the distribution of
the dependent variable. Isnt that a huge cost for using glm instead of
a clasical linear regression model?

Thank you very much in advance!!

Laurie
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