Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models (Q4929214)
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scientific article; zbMATH DE number 6175420
Language | Label | Description | Also known as |
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English | 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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