M HNH TUYN TNH TNG QUT HO (Generalized Linear Models)

L Tn Phng*

NHNG KHI NIM C BN

Chng ta bit qua m hnh tuyn tnh bnh thng (Normal linear model hoc General linear model), theo , bin ph thuc Y v bin c lp X c quan h tuyn tnh vi nhau (linear relationship). Bin ph thuc Y, trong trng hp ca m hnh tuyn tnh bnh thng phi l bin lin tc. Tuy nhin, trong thc t nghin cu, nhiu trng hp yu t nghin cu khng thuc bin lin tc. V d, tnh trng c bnh hay khng c bnh; kt qu iu tr tt, trung bnh, xu; nhn thc tt, trung bnh, cha tt v.v... Trong nhng trng hp nh vy, d dng phn tch thng k, ngi ta tm cch chuyn i m hnh ny sang m hnh tuyn tnh bnh thng. Qu trnh ny gi l tng qut ho m hnh tuyn tnh; v m hnh c chuyn i gi l m hnh tuyn tnh tng qut ho (generalized linear models). chuyn i m hnh nh ni trn, ngi ta s dng cc hm ni (link function). Bng di y l nhng hm ni hay gp cho nhng m hnh khng tuyn tnh:
Bin ph thuc (Y) Nh bin Binary) Bin m (count or rate) Phn phi ca Y Nh phn (Binomial) Poisson Hm ni Logit Log Tn gi Hi quy logistic Phn tch tuyn tnh Log (Log linear) hay hi quy Poisson

Cn phn bit 2 thut ng trong ting Anh: General linear model l m hnh tuyn tnh bnh thng, v generalized linear model l m hnh c chuyn i thnh m hnh tuyn tnh t mt m hnh khc khng tuyn tnh.

MT S C IM CA M HNH TUYN TNH TNG QUT HO

c lng Maximum Likelihood
Khc vi m hnh tuyn tnh bnh thng, m hnh tuyn tnh tng qut ho khng s dng c lng bnh phng ti thiu (least square estimation) c lng gi tr ca h s beta. Thay vo , n s dng c lng Maximum Likelihood (Maximum likelihood estimation: MLE).

Bc s, Thc s Y t cng cng

H s xc nh (Coefficients of Determination)
Trong m hnh tuyn tnh bnh thng, h s xc nh (Coefficient of Determination), k hiu l R2, c s dng gii thch v phn tch ngha ca m hnh. V d, mt m hnh tuyn tnh y = bx + b0 c R2 = 0.67 th c th gii thch nh sau: 67% bin i phng sai ca y c th c gii thch bi m hnh ny (hoc bi s bin thin ca x). Tuy nhin, trong m hnh tuyn tnh tng qut ho, khng th s dng R2 phn tch v l gii cho m hnh. Thay vo , ngi ta s dng deviance. Mt trong nhng deviance hay c s dng trong hi quy logistic l ch s Nagelkerke. Ch s ny s c cp trong phn tch hi quy logistic. Tm li, m hnh tuyn tnh tng qut ho (generalized linear model) khc vi m hnh tuyn tnh bnh thng (general linear model) ch: N s dng hm ni N s dng c lng Maximum likelihood thay v bnh phng ti thiu (least square) c lng cc h s beta.

Hai m hnh hay gp nht ca m hnh tuyn tnh tng qut ha l hi quy logistic v hi quy Poisson (hay phn tch tuyn tnh Log: Log linear analysis).