Potential functions and conservative estimating functions (Q1327845): Difference between revisions
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Latest revision as of 02:12, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Potential functions and conservative estimating functions |
scientific article |
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Potential functions and conservative estimating functions (English)
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25 January 1995
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The authors point out that the quasi-score function introduced by \textit{R. W. M. Wedderburn} [see e.g. Biometrika 61, 439-447 (1974; Zbl 0292.62050)] and \textit{P. McCullagh} [see e.g. Ann. Stat. 11, 59-67 (1983; Zbl 0507.62025)] does not inherit all important properties of the likelihood score function. Therefore they develop a method of projecting a true score function onto a class of conservative estimating functions. By construction, a potential function for the projected score exists having many properties of a log-likelihood function.
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linear estimating function
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quasi score function
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likelihood score function
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conservative estimating functions
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potential function
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log- likelihood function
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