Nelder & Wedderburn 1972 - GLM - MLE - Equivalence to Weighted LS - Normal Distribution Example

Описание: Please follow along by reading the paper: https://www.jstor.org/stable/2344614?....
Here is the link to my complete playlist regarding this paper:    • Nelder & Wedderburn 1972 - Generalized Lin...  
In this video I will show that when the data, z, are normally distributed, and we use the identity link function, theta = Y, the MLE is the same as the weighted least squares estimator provided in section 2.1