Maximum likelihood estimation in misspecified generalized linear models

DOI10.1080/02331889008802259zbMath0714.62066OpenAlexW1972013689WikidataQ126240192 ScholiaQ126240192MaRDI QIDQ3200414

Ludwig Fahrmeir

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

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

zbMATH Keywords

consistencyasymptotic normalitymaximum 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)

Related Items (30)

Robust active learning with binary responses ⋮ Robust designs for dose-response studies: model and labelling robustness ⋮ Joint estimation and variable selection for mean and dispersion in proper dispersion models ⋮ Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models ⋮ On equalities for BLUEs under misspecified Gauss-Markov models ⋮ Quantile estimation under possibly misspecified generalised linear model ⋮ Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function ⋮ Unnamed Item ⋮ Uniformly valid confidence intervals post-model-selection ⋮ Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Conditional predictive inference for stable algorithms ⋮ Robust designs for generalized linear mixed models with possible model misspecification ⋮ Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression ⋮ Nonparametric quasi-likelihood for right censored data ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models ⋮ Harmless label noise and informative soft-labels in supervised classification ⋮ Robust designs for misspecified logistic models ⋮ Generalized nonlinear models and variance function estimation ⋮ Robust designs for generalized linear models with possible overdispersion and misspecified link functions ⋮ Robust Poisson regression ⋮ Nonparametric quasi-likelihood ⋮ Unnamed Item ⋮ Parametric simultaneous robust inferences for regression coefficient under generalized linear models ⋮ Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model ⋮ Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models ⋮ Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design ⋮ Weighted Least‐Squares Method for Right‐Censored Data in Accelerated Failure Time Model ⋮ \(L_2\) differentiability of generalized linear models

Cites Work

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

This page was built for publication: Maximum likelihood estimation in misspecified generalized linear models