Weighted-average least squares estimation of generalized linear models
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Publication:1745611
DOI10.1016/j.jeconom.2017.12.007zbMath1387.62085OpenAlexW2592993205MaRDI QIDQ1745611
Franco Peracchi, Jan R. Magnus, Giuseppe de~Luca
Publication date: 18 April 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/c806e27d-a47a-4dff-ab03-962a7c9a4cab
Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)
Related Items (6)
Optimal Model Averaging Based on Generalized Method of Moments ⋮ Sampling properties of the Bayesian posterior mean with an application to WALS estimation ⋮ Optimal model averaging based on forward-validation ⋮ WALS ⋮ Efficient closed-form estimation of large spatial autoregressions ⋮ Optimal model averaging for divergent-dimensional Poisson regressions
Uses Software
Cites Work
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