Iteratively Reweighted Least Squares for Models with a Linear Part

DOI10.2307/2347657zbMath0555.62029OpenAlexW2797577288MaRDI QIDQ3218924

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

zbMATH Keywords

maximum likelihood estimationgrouped datacensored datarobust estimationgeneralized linear modelsiteratively reweighted least squaresnegative binomialbeta-binomiallinear combination of regressors

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Fitting generalized linear models and their nonlinear extensions with least squares calculations ⋮ Maximum likelihood estimation in models with two systematic parts ⋮ Negative binomial and mixed poisson regression ⋮ Box and Cox power-transformation to confined and censored nonnormal responses in regression ⋮ Testing linear hypotheses in contingency tables with zero cell counts

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