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Volumn 27, Issue 2, 1999, Pages 321-327

The robustness of the quasilikelihood estimator

Author keywords

Generalized linear model; Maximum likelihood; Quadratic estimating functions; Quasilikelihood; Robustness

Indexed keywords


EID: 0033442793     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315642     Document Type: Article
Times cited : (8)

References (12)
  • 1
    • 84910399023 scopus 로고
    • A comparison between maximum likelihood and generalized least squares in a heteroscedastic linear model
    • Carroll, R.J., and Ruppert, D. (1982). A comparison between maximum likelihood and generalized least squares in a heteroscedastic linear model. J. Amer. Statist. Assoc., 77, 878-882.
    • (1982) J. Amer. Statist. Assoc. , vol.77 , pp. 878-882
    • Carroll, R.J.1    Ruppert, D.2
  • 2
    • 0001573366 scopus 로고
    • On consistency and inconsistency of estimating equations
    • Crowder, M. (1986). On consistency and inconsistency of estimating equations. Econometric Theory, 3, 305-330.
    • (1986) Econometric Theory , vol.3 , pp. 305-330
    • Crowder, M.1
  • 3
    • 0000104567 scopus 로고
    • On linear and quadratic estimating functions
    • Crowder, M. (1987). On linear and quadratic estimating functions. Biometrika, 74, 591-597.
    • (1987) Biometrika , vol.74 , pp. 591-597
    • Crowder, M.1
  • 4
    • 0001234085 scopus 로고
    • On the efficiency of quasi-likelihood estimation
    • Firth, D. (1987). On the efficiency of quasi-likelihood estimation. Biometrika, 74, 233-245.
    • (1987) Biometrika , vol.74 , pp. 233-245
    • Firth, D.1
  • 5
    • 0000547137 scopus 로고
    • Multiplicative errors: Lognormal or gamma?
    • Firth, D. (1988). Multiplicative errors: Lognormal or gamma? J. Roy. Statist. Soc. Ser. B, 50, 266-268.
    • (1988) J. Roy. Statist. Soc. Ser. B , vol.50 , pp. 266-268
    • Firth, D.1
  • 7
    • 0001898235 scopus 로고
    • Quasi-likelihood functions
    • McCullagh, P. (1983). Quasi-likelihood functions. Ann. Statist., 11, 59-67.
    • (1983) Ann. Statist. , vol.11 , pp. 59-67
    • McCullagh, P.1
  • 9
    • 0039386901 scopus 로고
    • Discussion of the paper by Godambe and Thompson
    • Nelder, J.A. (1989). Discussion of the paper by Godambe and Thompson. J. Statist. Plann. Inference, 22, 158-160.
    • (1989) J. Statist. Plann. Inference , vol.22 , pp. 158-160
    • Nelder, J.A.1
  • 10
    • 0000676017 scopus 로고
    • Likelihood, quasi-likelihood and pseudo-likelihood: Some comparisons
    • Nelder, J.A., and Lee, Y. (1992). Likelihood, quasi-likelihood and pseudo-likelihood: Some comparisons. J. Roy. Statist. Soc. Ser. B, 54, 273-284.
    • (1992) J. Roy. Statist. Soc. Ser. B , vol.54 , pp. 273-284
    • Nelder, J.A.1    Lee, Y.2
  • 11
    • 0000456152 scopus 로고
    • An extended quasi-likelihood function
    • Nelder, J.A., and Pregibon, D. (1987). An extended quasi-likelihood function. Biometrika, 74, 221-231.
    • (1987) Biometrika , vol.74 , pp. 221-231
    • Nelder, J.A.1    Pregibon, D.2
  • 12
    • 0016335739 scopus 로고
    • Quasi-likelihood functions, generalized linear models and the Gauss-Newton method
    • Wedderburn, R.W.M. (1974). Quasi-likelihood functions, generalized linear models and the Gauss-Newton method. Biometrika, 61, 439-447.
    • (1974) Biometrika , vol.61 , pp. 439-447
    • Wedderburn, R.W.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.