A Simple Justification of the Iterative Fitting Procedure for Generalized Linear Models
作者:
StephenL. Hillis,
CharlesS. Davis,
期刊:
The American Statistician
(Taylor Available online 1994)
卷期:
Volume 48,
issue 4
页码: 288-289
ISSN:0003-1305
年代: 1994
DOI:10.1080/00031305.1994.10476082
出版商: Taylor & Francis Group
关键词: Fisher scoring;Iteratively reweighted least squares
数据来源: Taylor
摘要:
The extension of classical linear models to generalized linear models has had an important unifying impact on the exposition, teaching, and practice of statistical modeling. This article gives a new and simple justification of the commonly used iteratively reweighted least squares procedure for obtaining maximum likelihood parameter estimates.
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