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

auxiliary parametersFisher's scoring techniqueheteroscedastic normal modelsiteratively reweighted least squareslinear modelsmaximum likelihood estimationnegative binomial modelsNewton-Raphson algorithmNRL algorithmparametric link functionssequence of least squares calculations

Mathematics Subject Classification ID

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

Recommendations

• Maximum likelihood estimation of link function parameters
• Maximization by Parts in Likelihood Inference
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family
• scientific article; zbMATH DE number 4022360

Cites work

• 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
• 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?)
• 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

(13)

• Fitting generalized linear models and their nonlinear extensions with least squares calculations
• Maximum likelihood estimation of link function parameters
• Maximum likelihood estimates for positive valued dynamic score models; the DySco package
• Indirect maximum likelihood estimation
• Applied regression analysis bibliography update 1988-89
• scientific article; zbMATH DE number 3873207 (Why is no real title available?)
• An approximation to maximum likelihood estimates in reduced models
• Maximum likelihood and minimum information estimation of allocation models with fat-tailed error distributions
• Maximum Likelihood Estimation of Probabilistic Choice Models
• On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components
• scientific article; zbMATH DE number 549933 (Why is no real title available?)
• Maximization by parts in extremum estimation
• Maximization by Parts in Likelihood Inference

Describes a project that uses

Uses Software

• AS 216

This page was built for publication: Maximum likelihood estimation in models with two systematic parts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1098191)