Pearson residual and efficiency of parameter estimates in generalized linear model

DOI10.1016/J.JSPI.2010.09.003MaRDI QIDQ607226zbMATH OpenOpenAlexFDO

Authors Jing Xu, Michael LaValley

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.09.003

zbMATH Keywords

empirical robust sandwich variance estimatorgeneralized linear modelheteroscedasticity consistent covariance estimatorover-dispersed dataPearson residualquasi-likelihood inference

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
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• Efficiency of Regression Estimates for Clustered Data
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Cited in

(2)

• On Pearson's residuals in generalized linear models.
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