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Potential functions and conservative estimating functions - MaRDI portal

Potential functions and conservative estimating functions (Q1327845)

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scientific article; zbMATH DE number 597416
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Potential functions and conservative estimating functions
scientific article; zbMATH DE number 597416

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    Potential functions and conservative estimating functions (English)
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    25 January 1995
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    The authors point out that the quasi-score function introduced by \textit{R. W. M. Wedderburn} [see e.g. Biometrika 61, 439-447 (1974; Zbl 0292.62050)] and \textit{P. McCullagh} [see e.g. Ann. Stat. 11, 59-67 (1983; Zbl 0507.62025)] does not inherit all important properties of the likelihood score function. Therefore they develop a method of projecting a true score function onto a class of conservative estimating functions. By construction, a potential function for the projected score exists having many properties of a log-likelihood function.
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    linear estimating function
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    quasi score function
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    likelihood score function
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    conservative estimating functions
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    potential function
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    log- likelihood function
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