The Delta Algorithm and GLIM

DOI10.2307/1403047zbMath0569.62063OpenAlexW2322945233MaRDI QIDQ3685877

Bent Jørgensen

Publication date: 1984

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403047

zbMATH Keywords

EM algorithmgeneralized linear modelsGLIMdelta algorithmincomplete data problemsFisher's scoring methodgeneral definition of residualsgeneral maximum likelihood algorithmiterative weighted least squares methodmarginal and conditional maximum likelihood estimationmodification of the Newton-Raphson algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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