On the efficiency of quasi-likelihood estimation

DOI10.1093/BIOMET/74.2.233zbMATH Open0622.62034OpenAlexW2052968050MaRDI QIDQ3759711FDOQ3759711

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

Recommendations

• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• On asymptotic quasi-likelihood estimation
• Quasi-likelihood models and optimal inference
• An extension of quasi-likelihood estimation
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• scientific article; zbMATH DE number 7353803
• A generalized quasi-likelihood estimation

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)

Cited In (36)

• Title not available (Why is that?)
• Comparison of Maximum Likelihood with Conditional Pairwise Likelihood Estimation of Person Parameters in the Rasch Model
• Quasi-likelihood for multiplicative random effects
• The em algorithm for the quasi-likelihood regression model
• On confidence intervals associated with quasi-likelihood
• Title not available (Why is that?)
• Identification of stochastic nonlinear models using optimal estimating functions
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• ON THE EFFICIENCY OF THE QUASI-LIKELIHOOD ESTIMATORS FOR EXPONENTIAL FAMILIES WITH EXTRA VARIATION
• Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
• The robustness of the quasilikelihood estimator
• Optimal estimating functions, quasi-likelihood and statistical modelling
• Dispersion statistics in overdispersed mixture models
• Negative binomial and mixed poisson regression
• A note on quasi-likelihood for exponential families
• On the consistency of \(Q\)-matrix estimation: a commentary
• Least squares parameter estimation in multiplicative noise models
• An extension of quasi-likelihood estimation
• Corrected empirical likelihood for a class of generalized linear measurement error models
• Robust likelihood inferences about regression parameters for general bivariate continuous data
• Quasi-likelihood models and optimal inference
• An extended quasi-likelihood function
• \(M\)-estimators for regression with changing scale
• On combining quasi-likelihood estimating functions
• Jackknifing and bootstrapping quasi–likelihood estimators
• Extensions of multiple linear regression
• Estimation in the generalized linear empirical bayes model using the extended quasi-likelihood
• Title not available (Why is that?)
• Modelling Overdispersion for Complex Survey Data
• Nested quasi-likelihood models and sufficiency
• Local mixture models of exponential families
• Quasi-likelihood estimation for GLM with random scales
• Analysis of experiments using the asymptotic quasi-likelihood approach
• Title not available (Why is that?)
• Optimal estimating functions and wedderburn's quasi-likelihood
• Quasi-likelihood and its application. A general approach to optimal parameter estimation

This page was built for publication: On the efficiency of quasi-likelihood estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759711)