Maximum likelihood estimation in misspecified generalized linear models

DOI10.1080/02331889008802259zbMATH Open0714.62066OpenAlexW1972013689WikidataQ126240192 ScholiaQ126240192MaRDI QIDQ3200414FDOQ3200414

Ludwig Fahrmeir

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802259

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zbMATH Keywords

asymptotic normalityconsistencymaximum likelihood estimatorMisspecificationadmissible heterogeneityasymptotic inference under misspecificationheterogeneity of the observationsmisspecified generalized linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Pseudo Maximum Likelihood Methods: Theory
• Misspecified models with dependent observations
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Nonlinear Regression with Dependent Observations
• On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models
• Asymptotic testing theory for generalized linear models
• Model choice for prediction in generalized linear models

Cited In (39)

• Generalized nonlinear models and variance function estimation
• Robust Poisson regression
• Robust designs for dose-response studies: model and labelling robustness
• Robust designs for misspecified logistic models
• Robust designs for generalized linear models with possible overdispersion and misspecified link functions
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Uniformly valid confidence intervals post-model-selection
• Quantile estimation under possibly misspecified generalised linear model
• Mixed-effects location-scale model based on generalized hyperbolic distribution
• Missing link in generalized linear problems
• Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
• Robust active learning with binary responses
• Title not available (Why is that?)
• Harmless label noise and informative soft-labels in supervised classification
• Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models
• Maximum likelihood estimation in generalized broken-line regression
• Robust designs for generalized linear mixed models with possible model misspecification
• Weighted least-squares method for right-censored data in accelerated failure time model
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Nonparametric quasi-likelihood
• Convex models, MLE and misspecification
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
• Title not available (Why is that?)
• Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators
• Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors
• Title not available (Why is that?)
• On the maximum likelihood estimator in the generalized beta regression model
• Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design
• On equalities for BLUEs under misspecified Gauss-Markov models
• Maximum Likelihood Estimation of Misspecified Models
• Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model
• Nonparametric quasi-likelihood for right censored data
• \(L_2\) differentiability of generalized linear models
• Title not available (Why is that?)
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
• Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function
• Degeneracy in heteroscedastic regression models
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Conditional predictive inference for stable algorithms

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