Interpret model coefficients, including interaction terms.

Free SOA Exam PA (Predictive Analytics) lesson in Generalized Linear Models. 14 min read, ~2,069 words.

A GLM coefficient acts on the linear predictor, not the response directly. Apply the inverse link to interpret it on the outcome scale. Log link: exponentiate. A coefficient β means a one-unit rise multiplies the expected response by e^β. Logit link: e^β is an odds ratio, the multiplicative change in...

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