Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models (Q4929214)

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scientific article; zbMATH DE number 6175420
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Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models
scientific article; zbMATH DE number 6175420

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    Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models (English)
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    13 June 2013
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    covariance matrix
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    generalized linear model
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    heteroskedastic generalized linear model
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    link function
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    maximum likelihood estimate
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