Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models
作者:
Gauss M. Cordeiro,
Gilberto A. Paula,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1992)
卷期:
Volume 21,
issue 1
页码: 149-172
ISSN:0361-0918
年代: 1992
DOI:10.1080/03610919208813012
出版商: Marcel Dekker, Inc.
关键词: added variable;Bartlett correction;deviance;dispersion parameter;exponential family;GLLM;influence;information matrix;non-exponential model;offset;residual;score statistic;Wald statistic
数据来源: Taylor
摘要:
We study large sample inference for the non-exponential family non-linear models and show a simple procedure to fit these models in the GLIM regression package. We derive general expressions of three statis-tics (Wald, likelihood ratio and score) for testing a subset of parameters of interest, which may be implemented in GLIM. We review various diag-nostics for generalized linear models and extend to more general models. Some examples of analysis of real data are provided.
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