u u
(
o u u
o t
u u
o t o
o
o t o
o t o
+ = = = =
= = =
= =
(
(
(
(
(
(
(
(
(
y
b yu y
e e e
e e y f
y c
a
b y
y
yu
uy y
y
y
Generalized linear models: Exponential family
Poisson Distribution has the form:
 
) ! ln( ) , ( 1 ) ) ( ) ln(
!
)  (
) , (
) (
) (
) ! ln( ) ln(
y y c a( u b u y y
e e
y
u e
y f
y c
a
b y
y u u y
y u
= = = =
= = =
(
u u
u u
Generalized linear models: Exponential family
Binomial Distribution has the form:


.

\

= = =
=
=
=


.

\

=
(


.

\

+
+ +


.

\

y
n
y c a( p n b
p
p
y y
e e
e p p
y
n
y f
y c
a
b y
y
n
p n
p
p
y
p y n p y
y
n
y n y
ln ) , ( 1 ) )) 1 ln( ( ) ( )
1
log(
) 1 ( )  (
) , (
) (
) (
ln )) 1 ln( ( )
1
ln(
) 1 ln( ) ( ) ln( ln
u u
u u
Generalized linear models: Exponential family
In Generalized Linear Models the response is assumed to possess a
probability distribution of Exponential distribution function:
u u
u u
= = =
=
(
) ( g ) ) )
)  (
) , (
) (
) (
a( b( Var(Y) b( Y E
e y f
y c
a
b y
Generalized linear models: Exponential family
Normal distribution has the form:
u u g u b Y Var u
y
u b
y
b yu y
e e e
e e y f
u y
y c
a
b y
y
yu
uy y
y
y
= = = = = = =
+ = = = =
= = =
= =
=
(
(
(
(
(
(
(
(
(
) ( ) a( ) ( ) (
2
2
) ( Y E
)
2
1
ln
2
( ) c(y, ) a(
2
) (
2
1
)  (
2
2
2
2
2
) , (
) (
) (
2
1
ln
2
2
2
1
ln
2
2
2
1
ln
2
) (
2
) (
2
2
2
2
2
2 2
2
2
2
2
o
o t o
o u u
o t
u u
o t o
o
o t o
o t o
u u
u u
) ln( ) ( ) exp( ) a( ) ( ) (
u ) exp( ) ( Y E ) exp( )
) ln(
) ln(
u u g u u b Y Var
u b b( u
u
u
= = = = =
= = = = =
=
=
u u
u u
u
u
Generalized linear models: Exponential family
Binomial Distribution has the form:


.

\

= = =
=
=
=


.

\

=
(


.

\

+
+ +


.

\

y
n
y c a( p n b
p
p
y y
e e
e p p
y
n
y f
y c
a
b y
y
n
p n
p
p
y
p y n p y
y
n
y n y
ln ) , ( 1 ) )) 1 ln( ( ) ( )
1
log(
) 1 ( )  (
) , (
) (
) (
ln )) 1 ln( ( )
1
ln(
) 1 ln( ) ( ) ln( ln
u u
u u
)
1
ln( ) ( ) 1 ( ) a( ) ( ) (
) ( )) exp 1 ln ) (
1
ln
p
p
p g p np u b Y Var
np b ( ( n b
p
p
= = = =
= + =
=
u
u u u
Probability distributions
Normal: (2)
Inverse Gaussian: (3)
Gamma: (4)
Probability distributions
Negative Binomial: (5)
Poisson: (6)
Binomial:
(6)
Generalized Linear Models (GLM)
General class of linear models that are made up of 3
components: Random, Systematic, and Link Function
Random component: Identifies dependent variable
(Y) and its probability distribution
Systematic Component: Identifies the set of
explanatory variables (X
1
,...,X
k
)
Link Function: Identifies a function of the mean
that is a linear function of the explanatory
variables
k k
X X g   o + + + =
1 1
) (
Generalised linear model
If the distribution of observations is one of the distributions from the
exponential family and some function of the expected value of the
observations is a linear function of the parameters then generalised
linear model is used:
Function g is called the link function. Here is a list of the popular distribution
and corresponding link functions:
binomial  logit = ln(p/(1p))
normal  identity
Gamma  inverse
Poisson  log
Most natural way is to use u=X. The optimization for this kind of functions is
done iteratively.
X y y = = )) ( ' ( , , ), ( ' ( ( )) ( ( , , )), ( ( (
1 1 n n
B g B g E g E g u u
Likelihood function
) (
) ( ) / (
) / (
X p
p X f
X f
u u
u =
Likelihood function
( )


.

\

=
[
[
n
i X n
n
i X n
p x f p x x x L
p x f p x x x L
) ; ( ln ) ; ,..., , ( ln
) ; ( ) ; ,..., , (
2 1
2 1
Likelihood function Poisson distribution
 
=
[ = [ = [ =
) ! log( ) log( ln
!
)  (
) ! log( ) log(
y u u y L
e
y
u e
y f L
y u u y
y u
 ( / )
,  (
2 1
10 1 1
2 1 2 10
u u
u u u
u u u u
=
= x L x L w
0 s w s1
}
=
o
o
c
dw w g
0
) (
Deviances
In linear model, we maximise the likelihood with full model and under the null
hypothesis. The ratio of the values of the likelihood function under two
hypotheses (null and alternative) is related to Fdistribution. Interpretation is that
how much variance would increase if we would remove part of the model (null
hypothesis).
In logisitc and loglinear models, again likelihood function is maximised under the null
and alternative hypotheses. Then logarithm (it is called deviance) of ratio of the
values of the likelihood under these two hypotheses asymptotically has chi
squared distribution:
That is the difference between maximum achievable loglikelihood and the value of
likelihood at the estimated parameters
That is the reason why in loglinear and logistic regressions it is usual to talk about
deviances and chisquared statistics instead of variances and Fstatistics.
Analysis based on loglinear and logistic models (in general for generalised
linear models) is usually called analyisis of deviances. Reason for this is that
chisquared is related to deviation of the fitted model and observations.
Another test is based on Pearsons chisquared test. It approaches asymptotically to
chisquared with np (n is the number of observations and p is the number
parameters) degrees of freedom.
_
2
~2.0 (l(y  y) log(l(y 
)
X
2
=
(y
i
i
)
2
Var(y
i
)
i=1
n
19
Goodness of Fits: Deviance
Deviance = 2[L
M
L
S
]
where L
M
is the maximum log likelihood of the model of interest
L
S
is the maximum log likelihood for the most complex model, which has a
separated parameter at each explanatory setting (saturated model).
Deviance has approximately a chisquare distribution with df = Np
Where N = number of observations and p = number of parameters (including
intercept).
Likelihood ratio test for model comparison between M
1
and M
0
(M
0
is a
simpler model than M
1
)
Likelihood ratio = 2[L
0
L
1
)=2[L
0
L
S
]{2[L
1
L
S
]} = Deviance
0
Deviance
1
Model fit metrics
Covariance matrix for parameters
computed from 2
nd
partial derivatives of the log
likelihood function
Likelihood ratio test
Ratio of max square log likelihood to square log
likelihood of null hypothesis
Deviance
Measure of how overdetermined the system is
Compare max of full system to max of saturated
model (number of parameters equals number of data
points)
Range of plausible models
Likelihood ratio
) ; , f(
) ; , f(
2
2
0
y
y
b
o
o
=
With
0
the specified model and the bestmodel
Ratio of likelihood of any model to likelihood of best model
 
z
 y
 y
 y
2
2
1
2
2
1
2
2
1
2
2
1
 exp  exp
 exp
 exp
0
b
0
=
(
(
=
(
(
(
(
=

.

\


.

\


.

\

Loglikelihood ratio ln = 
z
2
z
2
= 2 ln
Example
Site
Longitud
e
Latitud
e
Alt Sl Te Pp V Ndvi Soil Lc S M B
P
Nicols B. 104.7 24.38 1920 2 17 450 5 90 7 8 9 3 79 80
Librado R. 104.26 24.4 2005 2 17 450 7 84 9 8 24 28 31 32
La Ermita 104.33 23.89 2169 10 17 550 6 109 9 11 47 6 13 14
Madero 104.29 24.27 1942 2 17 450 3 74 9 8 16 85 110 111
Castillo N. 104.49 24.34 1923 2 17 450 7 78 7 8 20 58 33 34
Km 188 104.61 25.38 1501 3 21 350 4 83 2 10 29 28 27 28
Km 130 104.51 24.99 1733 4 19 450 4 85 3 9 22 20 20 21
Las Huertas 104.29 24.27 1930 2 17 450 3 75 9 8 15 13 20 21
18 de Agosto 104.15 23.95 1866 1 17 450 7 81 9 12 17 10 20 21
El Venado 104.28 23.87 1747 4 17 450 6 83 4 8 20 10 20 21
Km 23 104.46 24.51 2126 4 15 550 7 83 3 11 16 8 14 15
Km 73 104.32 25.13 1284 5 21 350 4 78 9 8 1 0 1 2
Rodrguez 104.09 24.32 2064 4 17 550 6 78 2 11 15 0 7 8
Berros  Tuitan 104.27 23.97 1855 4 17 450 6 84 9 9 15 0 0 1
27 de Noviembre 104.49 24.22 1862 2 17 450 5 91 9 8 17 0 31 32
Km 86 104.64 24.7 1954 6 17 450 3 89 4 8 8 4 10 11
Morcillo 104.7 24.11 1971 3 17 550 8 88 9 10 2 0 5 6
Km 43 104.47 24.65 1908 3 17 450 7 75 3 9 12 0 3 4
Zarco 
Cieneguilla 104.04 24.1 2143 5 15 550 7 82 2 9 10 0 9 10
Berros  Saltito 104.28 23.94 1858 15 17 450 6 83 9 8 6 0 1 2
Km 36 104.7 24.27 1909 2 17 450 3 86 9 9 0 0 0 1
Zaragoza 104.16 23.87 1856 1 17 450 7 76 9 8 11 15 21 22
Entrada Guadiana 104.34 23.95 1867 8 17 550 6 83 9 11 1 0 2 3
Carlos R. 104.44 24.27 1867 1 17 450 5 88 7 8 15 0 5 6
Km 153 104.53 25.12 1360 2 21 350 7 81 9 9 8 6 0 1
Km 51 104.16 25.21 1416 24 21 250 7 79 4 9 1 0 0 1
Km 29 104.16 25.36 1396 7 21 250 7 71 4 10 0 0 0 1
Km 237 104.75 25.76 1905 2 17 450 6 79 9 11 5 1 0 1
Km 260 104.89 25.96 1940 2 17 450 6 82 2 9 0 0 0 1
Km 84 104.42 25.82 1770 3 19 350 7 75 9 11 0 0 0 1
Francisco Z. 104.07 24.22 2166 3 15 550 6 74 2 8 2 0 0 1
Km 61 104.29 25.55 1651 7 21 250 7 77 9 9 0 0 0 1
Km 104 104.58 25.79 1942 1 17 450 6 77 9 10 3 0 1 2
Km 76 104.28 25.67 1817 5 19 250 4 77 4 10 1 0 0 1
Variable distribution
M
B
P
20 0 20 40 60 80 100 120
Grasshopper count
0
2
4
6
8
10
12
14
16
18
20
F
r
e
q
u
e
n
c
y
Correlation
Longitude Latitude Altitude Slope Temperature Precipitation Vegetation Ndvi Soil Landcover
M. lakinus 0.09 0.42
a
0.28 0.10 0.19 0.34
a
0.09 0.57
a
0.05 0.03
B. nubilum 0.03 0.16 0.07 0.21 0.05 0.04 0.24 0.16 0.10 0.26
P.
nebrascensis
0.04 0.28 0.17 0.25 0.17 0.14 0.33 0.07 0.13 0.31
Multicolinearity
Longitude Latitude Altitude Slope Temperature Precipitation Vegetation Ndvi Soil Landcover
Longitude 1.00 0.37
a
0.00 0.32 0.01 0.06 0.22 0.30 0.09 0.01
Latitude 0.37
a
1.00 0.45
a
0.02 0.57
a
0.66
a
0.02 0.37
a
0.18 0.23
Altitude 0.00 0.45
a
1.00 0.28 0.92
a
0.79
a
0.04 0.30 0.08 0.09
Slope 0.32 0.02 0.28 1.00 0.32 0.30 0.16 0.11 0.12 0.03
Temperature 0.01 0.57 0.92
a
0.32 1.00 0.85
a
0.04 0.22 0.05 0.04
Precipitation 0.06 0.64 0.79
a
0.30 0.85
a
1.00 0.09 0.39
a
0.03 0.08
Vegetation 0.22 0.02 0.04 0.15 0.04 0.06 1.00 0.10 0.04 0.32
Ndvi 0.30 0.37
a
0.30 0.11 0.22 0.39
a
0.10 1.00 0.16 0.06
Soil 0.09 0.18 0.08 0.12 0.05 0.03 0.04 0.16 1.00 0.02
Landcover 0.01 0.23 0.09 0.04 0.05 0.08 0.32 0.06 0.02 1.00
Deviance
Species
Model Link function Deviance
M. lakinus Value d.f. Value/df
Gamma Log 2.244 7 0.335
B. nubilum
Gamma Log 11.211 9 1.080
P. nebrascensis
Gamma Log 2.835 7 0.715
Parameter B Std. Error
95% Wald Confidence Interval Hypothesis Test
Lower Upper Wald ChiSquare df Sig.
(Intercept) 835.919 62.1403 714.126 957.712 180.960 1 .000
[Temperature=15.00] 2.627 .5287 3.663 1.591 24.692 1 .000
[Temperature =17.00] 2.889 .6660 4.195 1.584 18.822 1 .000
[Temperature =19.00] 5.630 .5807 6.768 4.491 93.982 1 .000
[Temperature =21.00] 0
a
. . . . . .
[Precipitation =250.00] 4.156 .3781 4.897 3.415 120.788 1 .000
[Precipitation =350.00] 0
a
. . . . . .
[Precipitation =450.00] 2.332 .4734 1.404 3.260 24.268 1 .000
[Precipitation =550.00] 0
a
. . . . . .
[Vegetation=3.00] 3.481 .5117 4.484 2.478 46.261 1 .000
[Vegetation=4.00] 2.383 .8388 4.027 .739 8.072 1 .004
[Vegetation=5.00] 3.402 .5694 4.518 2.286 35.696 1 .000
[Vegetation=6.00] 4.161 .5299 5.199 3.122 61.647 1 .000
[Vegetation=7.00] 4.288 .5890 5.442 3.133 52.991 1 .000
[Vegetation=8.00] 0
a
. . . . . .
[Soil=2.00] .103 .3156 .721 .516 .106 1 .745
[Soil=3.00] 1.911 .2833 1.356 2.467 45.522 1 .000
[Soil=4.00] .488 .1837 .128 .848 7.052 1 .008
[Soil=7.00] .533 .2793 .015 1.080 3.638 1 .056
[Soil=9.00] 0
a
. . . . . .
[Landcover=8.00] .436 .2687 .090 .963 2.636 1 .104
[Landcover=9.00] .369 .2951 .210 .947 1.561 1 .212
[Landcover=10.00] .118 .3949 .892 .656 .089 1 .765
[Landcover=11.00] 1.666 .4357 .812 2.520 14.623 1 .000
[Landcover=12.00] 0
a
. . . . . .
Longitude 8.360 .6374 7.111 9.610 172.047 1 .000
Latitude 1.366 .2438 .889 1.844 31.421 1 .000
Slope .039 .0147 .067 .010 6.859 1 .009
Ndvi .122 .0113 .100 .144 117.147 1 .000
(Scale) .048
b
.0122 .029 .079
Dependent Variable: M1
Model: (Intercept), Precipitation, Temperature, Vegetation, Soil, Landcover, Longitude, Latitude, Slope, Ndvi
a. Set to zero because this parameter is redundant.
b. Maximum likelihood estimate.
Residual
Fit