Estimation using penalized quasilikelihood and quasi-pseudo-likelihood in Poisson mixed models
DOI10.1007/S10985-007-9071-ZzbMATH Open1331.62362OpenAlexW2092106732WikidataQ51898462 ScholiaQ51898462MaRDI QIDQ636151FDOQ636151
Authors: Xihong Lin 
Publication date: 25 August 2011
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10985-007-9071-z
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Cites Work
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- Estimation in generalized linear models with random effects
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- Bias correction in generalised linear mixed models with a single component of dispersion
- Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
- Some Covariance Models for Longitudinal Count Data with Overdispersion
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- Heterogeneity in Mantel-Haenszel-type models
Cited In (8)
- Empirical best prediction under area-level Poisson mixed models
- Random effects selection in generalized linear mixed models via shrinkage penalty function
- Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
- A Numerical Study of PQL Estimation Biases in Generalized Linear Mixed Models Under Heterogeneity of Random Effects
- Stabilizing properties of maximum penalized likelihood estimation for additive Poisson regression
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
- Segmentation of the Poisson and negative binomial rate models: a penalized estimator
- Penalized likelihood approach for simultaneous analysis of survival time and binary longitudinal outcome
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