Asymptotic results for a conditional Poisson loglinear model
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Publication:1117619
DOI10.1016/0167-7152(89)90103-XzbMath0667.62012MaRDI QIDQ1117619
Douglas G. Bonett, J. Arthur Woodward, Peter M. Bentler
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Wald testsLagrange multiplier testconditional Poissonstochastic constraintsconditional Poisson log-linear modelexact constraintsgeneral exact linear hypothesisminimum modified transformed chi-square estimator
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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- Minimum chi-square, not maximum likelihood!
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models
- Some Extensions of a Linear Model for Categorical Variables
- Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
