On the efficiency of quasi-likelihood estimation

DOI10.1093/BIOMET/74.2.233MaRDI QIDQ3759711zbMATH OpenOpenAlexFDO

Authors David Firth

Publication date 1987

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/74.2.233

zbMATH Keywords

overdispersionasymptotic efficiencyexponential familyquasi-likelihood estimationconstant variancegeneral linear modelsconstant coefficient of variation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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• Quasi-likelihood estimation and its application for proportional data
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• The robustness of the quasilikelihood estimator
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• Negative binomial and mixed poisson regression
• A note on quasi-likelihood for exponential families
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