On variable selection in joint modeling of mean and dispersion
From MaRDI portal
Publication:6032769
Cites work
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- scientific article; zbMATH DE number 472953 (Why is no real title available?)
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- A Coefficient of Determination for Generalized Linear Models
- A Generalized Linear Modeling Approach to Robust Design
- An extended quasi-likelihood function
- An extension of quasi-likelihood estimation
- Bayesian modeling of variance heterogeneity in normal regression models
- Determination of the best significance level in forward stepwise logistic regression
- Double Exponential Families and Their Use in Generalized Linear Regression
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalized Linear Models with Random Effects
- Generalized linear model selection using R^2
- Generalized linear models for the analysis of quality-improvement experiments
- Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Model selection criteria in beta regression with varying dispersion
- Modelling Variation in Industrial Experiments
- Regression and time series model selection in small samples
- The theory of exponential dispersion models and analysis of deviance
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Variable selection for joint mean and dispersion models of the lognormal distribution
- Variable selection in joint generalized linear models
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Variable selection in joint modelling of the mean and variance for hierarchical data
- Variance Function Estimation
Cited in
(2)
This page was built for publication: On variable selection in joint modeling of mean and dispersion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6032769)