The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models
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Publication:3747547
DOI10.1002/bimj.4710280617zbMath0608.62085MaRDI QIDQ3747547
J. Arthur Woodward, Peter M. Bentler, Douglas G. Bonett
Publication date: 1986
Published in: Biometrical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/bimj.4710280617
maximum likelihood estimator; asymptotic covariance matrix; log-linear model; multinomial; product- multinomial; closed-form weighted least squares estimator; conditional Poisson distributions
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Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling, Asymptotic results for a conditional Poisson loglinear model
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