Sequential estimation in generalized linear models when covariates are subject to errors
From MaRDI portal
Publication:622559
DOI10.1007/S00184-009-0267-YzbMath1206.62140OpenAlexW1994704166MaRDI QIDQ622559
Publication date: 3 February 2011
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0267-y
Generalized linear models (logistic models) (62J12) Sequential statistical design (62L05) Sequential estimation (62L12)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong consistency of least squares estimates in multiple regression II
- Sequential analysis. Tests and confidence intervals
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Covariate measurement error in logistic regression
- Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
- Robust estimation of generalized linear models with measurement errors.
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
- Robust and consistent estimation of nonlinear errors-in-variables models
- Optimal sequential designs for on-line item estimation
- A New Method for Dealing with Measurement Error in Explanatory Variables of Regression Models
- Efficient Sequential Designs With Binary Data
- Recent Advances in Nonlinear Experimental Design
- Bias reduction of maximum likelihood estimates
- Measurement Error in Nonlinear Models
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Fixed Size Confidence Ellipsoids for Linear Regression Parameters
- Tailored Testing, An Application of Stochastic Approximation
- On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
- Are There Two Regressions?
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Sequential confidence regions of generalized linear models with adaptive designs
This page was built for publication: Sequential estimation in generalized linear models when covariates are subject to errors