Maximum likelihood estimation of parameters for double Poisson regression: a simulation study
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Cites work
- A Family of Variable-Metric Methods Derived by Variational Means
- A new approach to variable metric algorithms
- Conditioning of Quasi-Newton Methods for Function Minimization
- Conway-Maxwell-Poisson regression models for dispersed count data
- Double Exponential Families and Their Use in Generalized Linear Regression
- Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion
- Generalized Additive Models for Location, Scale and Shape
- Historical Development of the Newton–Raphson Method
- scientific article; zbMATH DE number 193093 (Why is no real title available?)
- Maximum likelihood and Bayesian estimators for the double Poisson distribution
- maxLik: a package for maximum likelihood estimation in R
- Negative Binomial Regression
- Regression analysis of count data
- The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
- The Newton‐Raphson method
- Using simulation studies to evaluate statistical methods
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