Pearson residual and efficiency of parameter estimates in generalized linear model

DOI10.1016/J.JSPI.2010.09.003zbMath1200.62082OpenAlexW2007984988MaRDI QIDQ607226

Michael LaValley, Jing Xu

Publication date: 19 November 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.09.003

zbMATH Keywords

generalized linear modelempirical robust sandwich variance estimatorheteroscedasticity consistent covariance estimatorover-dispersed dataPearson residualquasi-likelihood inference

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Longitudinal data analysis using generalized linear models
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Efficiency of Regression Estimates for Clustered Data
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Asymptotic properties of moment estimators for overdispersed counts and proportions
• Some remarks on overdispersion

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