Weighted least-squares and quasilikelihood estimation for categorical data under singular models

DOI10.1016/0024-3795(90)90354-FzbMath0698.62071MaRDI QIDQ912550

J. N. K. Rao, D. Roland Thomas, Alastair J. Scott

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

generalized linear modelstwo-stage cluster samplingquasilikelihoodweighted least-squares estimatorcovariance structuresasymptotically best linear unbiased estimatorAnalysis of categorical variablesbest asymptotically normalDirichlet-multinomial modelshypotheses testsLarge-sample tests of goodness of fitproduct multinomial samplingsingular covariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items (2)

Pseudo-likelihood and quasi-likelihood estimation for complex sampling schemes ⋮ Analysis of Categorical Data for Complex Surveys

Cites Work

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• On the Analysis of Categorical Variables by Linear Models having Singular Covariance Matrices
• Analysis of Categorical Data by Linear Models
• A Jackknifed Chi-Squared Test for Complex Samples
• Logistic disease incidence models and case-control studies
• Analysis of contingency tables under cluster sampling
• Unified Least Squares Approach to Linear Estimation in a General Gauss–Markov Model

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