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The Equivalence of Generalized Least Squares and Maximum Likelihood Estimates in the Exponential Family

 

作者: A. Charnes,   E.L. Frome,   P.L. Yu,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1976）
卷期: Volume 71, issue 353  

页码: 169-171

 

ISSN:0162-1459

 

年代: 1976

 

DOI:10.1080/01621459.1976.10481508

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The method of iterative weighted least squares can be used to estimate the parameters in a nonlinear regression model. If the dependent variables are observations from a member of the regular exponential family, then under mild conditions it is shown that the IWLS estimates are identical to those obtained using the maximum likelihood principle. An application is provided to illustrate the results.

 

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