The Delta Algorithm and GLIM

DOI10.2307/1403047MaRDI QIDQ3685877zbMATH OpenOpenAlexFDO

Authors 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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Cited in

(23)

• IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS
• Fitting generalized linear models and their nonlinear extensions with least squares calculations
• Maximum likelihood estimation in models with two systematic parts
• Generalized expectile regression with flexible response function
• Residual analysis for parametric models fit to censored data
• A mixture likelihood approach for generalized linear models
• A note on adjusted responses, fitted values and residuals in Generalized Linear Models
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• Bias correction and improved residuals for non-exponential family nonlinear models
• Algorithms for bounded-influence estimation
• Linear regression models with slash-elliptical errors
• The Beta-algorithm
• Maximum likelihood estimation of link function parameters
• Fitting and comparing probability distributions with log linear models
• LOCAL INFLUENCE IN NONLINEAR REPRODUCTIVE DISPERSION MODELS
• Bias correction for exponential family nonlinear modles
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
• Diagnostics for glms with linear inequality parameter constraints
• Bartlett-type corrections for some score tests in proper dispersion models
• Generalized additive models with flexible response functions
• Birnbaum–Saunders statistical modelling: a new approach
• Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models
• Corrected likelihood ratio tests for von mises regression models

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