On the efficiency of quasi-likelihood estimation

DOI10.1093/biomet/74.2.233zbMath0622.62034OpenAlexW2052968050MaRDI QIDQ3759711

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

asymptotic efficiencyquasi-likelihood estimationoverdispersionexponential familyconstant variancegeneral linear modelsconstant coefficient of variation

Mathematics Subject Classification ID

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

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