扩展的准似然函数

An Extended Quasi-Likelihood Function

Biometrika · 1987
被引 42
ABS 4

中文导读

将Wedderburn的准似然定义扩展到广义线性模型,允许比较方差函数、线性预测器和链接函数,并通过三个例子说明其应用。

Abstract

Wedderburn's original definition of quasi-likelihood for generalized linear models is extended to allow the comparison of variance functions as well as those of linear predictors and link functions. The relationship between generalized linear models and the use of transformations of the response variable is explored, and the ideas are illustrated by three examples.

统计学计量经济学广义线性模型