메뉴 건너뛰기




Volumn 58, Issue 3, 1996, Pages 565-572

A Conditional Likelihood Approach to Residual Maximum Likelihood Estimation in Generalized Linear Models

Author keywords

conditional likelihood; exponential dispersion model; modified profile likelihood; one way lay out; residual maximum likelihood; restricted maximum likelihood; saddlepoint approximation

Indexed keywords


EID: 85199981632     PISSN: 00359246     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.2517-6161.1996.tb02101.x     Document Type: Article
Times cited : (74)

References (15)
  • 1
    • 0000072546 scopus 로고
    • On a formula for the distribution of the maximum likelihood estimator
    • Barndorff-Nielsen, O. E. (1983) On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343–365.
    • (1983) Biometrika , vol.70 , pp. 343-365
    • Barndorff-Nielsen, O.E.1
  • 3
    • 0002020112 scopus 로고
    • The information available in small samples
    • Bartlett, M. S. (1936) The information available in small samples. Proc. Camb. Phil. Soc., 32, 560–566.
    • (1936) Proc. Camb. Phil. Soc. , vol.32 , pp. 560-566
    • Bartlett, M.S.1
  • 4
    • 0000223087 scopus 로고
    • Properties of sufficiency and statistical tests
    • Bartlett, M. S. (1937) Properties of sufficiency and statistical tests. Proc. R. Soc. Lond. A, 160, 268–282.
    • (1937) Proc. R. Soc. Lond. A , vol.160 , pp. 268-282
    • Bartlett, M.S.1
  • 5
    • 0017743528 scopus 로고
    • A note on the estimation of the parameters of the autoregressive-moving average process
    • Cooper, D. M. and Thompson, R. (1977) A note on the estimation of the parameters of the autoregressive-moving average process. Biometrika, 64, 625–628.
    • (1977) Biometrika , vol.64 , pp. 625-628
    • Cooper, D.M.1    Thompson, R.2
  • 6
    • 0002738159 scopus 로고
    • Parameter orthogonality and approximate conditional inference (with discussion)
    • Cox, D. R. and Reid, N. (1987) Parameter orthogonality and approximate conditional inference (with discussion). J. R. Statist. Soc. B, 49, 1–39.
    • (1987) J. R. Statist. Soc. B , vol.49 , pp. 1-39
    • Cox, D.R.1    Reid, N.2
  • 7
    • 85041975654 scopus 로고
    • Bayesian inference for variance components using only error contrasts
    • Harville, D. A. (1974) Bayesian inference for variance components using only error contrasts. Biometrika, 61, 383–385.
    • (1974) Biometrika , vol.61 , pp. 383-385
    • Harville, D.A.1
  • 8
    • 0000955861 scopus 로고
    • Exponential dispersion models (with discussion)
    • Jørgensen, B. (1987) Exponential dispersion models (with discussion). J. R. Statist. Soc. B, 49, 127–162.
    • (1987) J. R. Statist. Soc. B , vol.49 , pp. 127-162
    • Jørgensen, B.1
  • 9
    • 0001416775 scopus 로고
    • Application of likelihood methods to models involving large numbers of parameters (with discussion)
    • Kalbfleisch, J. D. and Sprott, D. A. (1970) Application of likelihood methods to models involving large numbers of parameters (with discussion). J. R. Statist. Soc. B, 32, 175–208.
    • (1970) J. R. Statist. Soc. B , vol.32 , pp. 175-208
    • Kalbfleisch, J.D.1    Sprott, D.A.2
  • 11
    • 0001520165 scopus 로고
    • A simple method for the adjustment of profile likelihoods
    • McCullagh, P. and Tibshirani, R. (1990) A simple method for the adjustment of profile likelihoods. J. R. Statist. Soc. B, 52, 325–344.
    • (1990) J. R. Statist. Soc. B , vol.52 , pp. 325-344
    • McCullagh, P.1    Tibshirani, R.2
  • 12
    • 77956889208 scopus 로고
    • Recovery of inter-block information when block sizes are unequal
    • Patterson, H. D. and Thompson, R. (1971) Recovery of inter-block information when block sizes are unequal. Biometrika, 58, 545–554.
    • (1971) Biometrika , vol.58 , pp. 545-554
    • Patterson, H.D.1    Thompson, R.2
  • 13
    • 0001833787 scopus 로고
    • Generalized linear models with varying dispersion
    • Smyth, G. K. (1989) Generalized linear models with varying dispersion. J. R. Statist. Soc. B, 51, 47–60.
    • (1989) J. R. Statist. Soc. B , vol.51 , pp. 47-60
    • Smyth, G.K.1
  • 14
    • 85042251801 scopus 로고
    • Marginal and conditional sufficiency
    • Sprott, D. A. (1975) Marginal and conditional sufficiency. Biometrika, 62, 599–605.
    • (1975) Biometrika , vol.62 , pp. 599-605
    • Sprott, D.A.1
  • 15
    • 84985582667 scopus 로고
    • A conditional derivation of residual maximum likelihood
    • Verbyla, A. P. (1990) A conditional derivation of residual maximum likelihood. Aust. J. Statist., 32, 221–224.
    • (1990) Aust. J. Statist. , vol.32 , pp. 221-224
    • Verbyla, A.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.