Iteratively Reweighted Least Squares for Models with a Linear Part
DOI10.2307/2347657zbMATH Open0555.62029OpenAlexW2797577288MaRDI QIDQ3218924FDOQ3218924
Authors: W. Douglas Stirling 
Publication date: 1984
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347657
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censored datamaximum likelihood estimationbeta-binomialgeneralized linear modelsnegative binomialrobust estimationgrouped dataiteratively reweighted least squareslinear combination of regressors
Point estimation (62F10) General nonlinear regression (62J02) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)
Cited In (13)
- Generalized Least Squares, Taylor Series Linearization and Fisher's Scoring in Multivariate Nonlinear Regression
- Fitting generalized linear models and their nonlinear extensions with least squares calculations
- Maximum likelihood estimation in models with two systematic parts
- The unifying role of iterative generalized least squares in statistical algorithms. With comments by Bent Jørgensen, Peter McCullagh, Joe R. Hill and a rejoinder by the author
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- Negative binomial and mixed poisson regression
- Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
- Box and Cox power-transformation to confined and censored nonnormal responses in regression
- Testing linear hypotheses in contingency tables with zero cell counts
- Mean-Based Iterative Procedures in Linear Models with General Errors and Grouped Data
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