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Generalized Linear Models with a Small Scale Parameter

 

作者: K. M. Dorkenoo,   J.-R. Mathieu,  

 

期刊: Statistics  （Taylor Available online 1995）
卷期: Volume 27, issue 1-2  

页码: 107-113

 

ISSN:0233-1888

 

年代: 1995

 

DOI:10.1080/02331889508802514

 

出版商: Gordon & Breach Science Publishers

 

关键词: AMS 1991 subject to classifications;62J12;62F12;GLM;MLE;scale parameter;asymptotic;two-way ANOVA

 

数据来源: Taylor

 

摘要:

We propose a study of asymptotic properties in an extension of the Nelder-Wedderburn generalized linear models (GLM) and we apply the results to a model choice in Mandel's models of analysis of variance (ANOVA). This study concerns the behaviour of the maximum likelihood estimators (MLE) when the scale parameter of the GLM tends to zero. Finally, to allow the use of our results, we give some specifications of this limit in three cases of the GLM.

 

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