Maximum likelihood estimation in models with two systematic parts

DOI10.1016/0167-9473(88)90060-6zbMath0636.62018OpenAlexW2059162071MaRDI QIDQ1098191

W. Douglas Stirling

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90060-6

zbMATH Keywords

maximum likelihood estimationlinear modelsNewton-Raphson algorithmiteratively reweighted least squaresauxiliary parametersnegative binomial modelsFisher's scoring techniqueheteroscedastic normal modelsNRL algorithmparametric link functionssequence of least squares calculations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Fitting generalized linear models and their nonlinear extensions with least squares calculations ⋮ Applied regression analysis bibliography update 1988-89

Uses Software

• AS 216

Cites Work

• Fitting generalized linear models and their nonlinear extensions with least squares calculations
• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• Iteratively Reweighted Least Squares for Models with a Linear Part
• Estimation for a weibull accelerated life testing model
• The Delta Algorithm and GLIM
• Goodness of Link Tests for Generalized Linear Models
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