Definition of Generalized Linear Model: A generalized linear model is a model of the form y=g(b'x) where y is a vector of dependent variables, x is a column vector of independent variables, b' is a row vector of parameters (that is, b is not a function of x) and g() is a possibly random function called a link function.

Examples: linear regression (y=b'x+errs) and logistic regression y=1/(1+e^-x)+errs.

An example that is not in the class of generalized linear models is: y=x₁*x₂.(Econterms)

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