A New Algorithm in Maximum Likelihood Estimation for Generalized Linear Models

DOI10.5539/MAS.V2N5P86MaRDI QIDQ3634032zbMATH OpenOpenAlexFDO

Authors Yufang Wen, Xiangdong Song, HaiSen Zhang

Publication date 23 June 2009

Published in Modern Applied Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.5539/mas.v2n5p86

zbMATH Keywords

predictor-corrector algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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Cited in

(15)

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• Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models
• Monotonic algorithms for maximum likelihood estimation in generalized linear models
• \(L_{1}\) penalized estimation in the Cox proportional hazards model
• A novel reversible jump algorithm for generalized linear models
• New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
• On generalized max-linear models and their statistical interpolation
• scientific article; zbMATH DE number 627675 (Why is no real title available?)
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models
• Applications of \(l_1\) regularisation
• Efficient least angle regression for identification of linear-in-the-parameters models
• A generic path algorithm for regularized statistical estimation
• An algorithm for the estimation of regularization paths of generalized linear models with group Lasso penalty
• scientific article; zbMATH DE number 7295841 (Why is no real title available?)

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