Model misspecification in parametric dual modeling

DOI10.1080/00949650008812017zbMath0969.62049OpenAlexW1989558256MaRDI QIDQ4514243

Jeffrey B. Birch, Timothy J. Robinson

Publication date: 14 November 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812017

zbMATH Keywords

heteroscedasticityregressionvariance estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (1)

A semi-parametric approach to dual modeling when no replication exists

Uses Software

• GLIM
• SAS

Cites Work

• Diagnostics for heteroscedasticity in regression
• Generalized linear models
• Variable bandwidth kernel estimators of regression curves
• On variance function estimation with quadratic forms
• A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
• Dispersion Effects from Fractional Designs
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Local Polynomial Variance-Function Estimation

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