Reduced-rank vector generalized linear models with two linear predictors

DOI10.1016/J.CSDA.2013.01.012MaRDI QIDQ1621370zbMATH OpenOpenAlexFDO

Authors Thomas W. Yee

Publication date 8 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.01.012

zbMATH Keywords

overdispersiongeneralized linear modelsreduced-rank regressionvariance functionnegative binomial regressionzero-inflated Poisson

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3169878 (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 1237531 (Why is no real title available?)
• scientific article; zbMATH DE number 2111709 (Why is no real title available?)
• Applied Econometrics with R
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimating overdispersion when fitting a generalized linear model to sparse data
• Functional forms for the negative binomial model for count data
• Generalized Additive Models for Location, Scale and Shape
• Multivariate reduced rank regression in non-Gaussian contexts, using copulas
• Negative Binomial Regression
• Negative binomial and mixed poisson regression
• Nested Reduced-Rank Autogressive Models for Multiple Time Series
• Quasi-negative binomial distribution: properties and applications
• Reduced rank proportional hazards model for competing risks
• Reduced-rank regression for the multivariate linear model
• Reduced-rank vector generalized linear models
• Robust joint modeling of mean and dispersion through trimming
• Statistical Analysis of Financial Data in S-Plus

Cited in

(9)

• A note on the posterior inference for the Yule–Simon distribution
• Special issue on statistical algorithms and software in R
• Taylor's power law and reduced-rank vector generalized linear models
• Rank reduction for high-dimensional generalized additive models
• Row-column interaction models, with an R implementation
• Reduced-rank vector generalized linear models
• The VGAM package for negative binomial regression
• Reduced rank vector generalized linear models for feature extraction
• Vector generalized linear models: a Gaussian copula approach

Describes a project that uses

Uses Software

• rrvglm
• COUNT
• dglm
• AER
• GAMLSS
• gnm
• Tweedie
• pscl
• COZIGAM
• BayesX
• VGAM
• MASS (R)
• R

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