Potential functions and conservative estimating functions

DOI10.1214/AOS/1176325372MaRDI QIDQ1327845zbMATH OpenOpenAlexFDO

Authors Bing Li, P. McCullagh

Publication date 25 January 1995

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325372

zbMATH Keywords

conservative estimating functionslikelihood score functionlinear estimating functionlog- likelihood functionpotential functionquasi score function

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Generalized linear models (logistic models) (62J12)

Review text

The authors point out that the quasi-score function introduced by \textit{R. W. M. Wedderburn} [see e.g. Biometrika 61, 439-447 (1974; Zbl 0292.62050)] and \textit{P. McCullagh} [see e.g. Ann. Stat. 11, 59-67 (1983; Zbl 0507.62025)] does not inherit all important properties of the likelihood score function. Therefore they develop a method of projecting a true score function onto a class of conservative estimating functions. By construction, a potential function for the projected score exists having many properties of a log-likelihood function.

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