Maximum likelihood estimation in models with two systematic parts

DOI10.1016/0167-9473(88)90060-6MaRDI QIDQ1098191zbMATH OpenOpenAlexFDO

Authors W. Douglas Stirling

Publication date 1988

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(88)90060-6

zbMATH Keywords

maximum likelihood estimationlinear modelsNewton-Raphson algorithmiteratively reweighted least squaresauxiliary parametersFisher's scoring techniqueheteroscedastic normal modelsnegative binomial modelsNRL algorithmparametric link functionssequence of least squares calculations

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3885116 (Why is no real title available?)
• scientific article; zbMATH DE number 3141656 (Why is no real title available?)
• scientific article; zbMATH DE number 3458034 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• Estimation for a weibull accelerated life testing model
• Fitting generalized linear models and their nonlinear extensions with least squares calculations
• Goodness of Link Tests for Generalized Linear Models
• Iteratively Reweighted Least Squares for Models with a Linear Part
• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• The Delta Algorithm and GLIM

Cited in

(11)

• Fitting generalized linear models and their nonlinear extensions with least squares calculations
• On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components
• Indirect maximum likelihood estimation
• Maximum Likelihood Estimation of Probabilistic Choice Models
• Applied regression analysis bibliography update 1988-89
• An approximation to maximum likelihood estimates in reduced models
• Maximization by Parts in Likelihood Inference
• Maximization by parts in extremum estimation
• Maximum likelihood estimates for positive valued dynamic score models; the DySco package
• Maximum likelihood and minimum information estimation of allocation models with fat-tailed error distributions
• scientific article; zbMATH DE number 3873207 (Why is no real title available?)

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Uses Software

• AS 216

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