Part II 广义线性模型 Generalized Linear Model 这部分姚老师大概是取材自[McCullagh&Nelder] Generalized Linear Models,系统地带了一遍广义线性模型。 本部分的大纲如下: 极大似然估计的复习:定义;Bartlett恒等式;三大重要结果:一致性、渐近正态、似然比的渐近卡方。 GLM概览:数据类型与模型简介;两个例子:dose respon...
Generalized linear models 2nd editionMcCullagh, PNelder, JANelder, J
作者:McCullagh, Peter出版社:CRC Press出版时间:1988年08月 手机专享价 ¥ 当当价 降价通知 ¥1958 配送至 北京 至 北京市东城区 服务 由“中国进口图书旗舰店”发货,并提供售后服务。 加入购物车 中国进口图书旗舰店 进入店铺 收藏店铺 商品详情 开本:16开...
在他们的推论2中,Qin和Lawless(1994)得出结论,所得到的最大EL估计器是完全有效的,因为它与从最优估计方程(例如,见McCullagh和Nelder, 1989, p.341)得到的估计器具有相同的渐近方差,而最优估计方程是这些函数独立的无偏估计函数 f_{1}(x, \theta), \ldots, f_{r}(x, \theta) 的线性组合。 对于纵向...
The success of the first edition of Generalized Linear Models led to the updated Second Edition, which continues to provide a definitive unified, treatment of methods for the analysis of diverse types of data. Today, it remains popular for its clarity, richness of content and direct relevance to...
The Negative-Binomial Model There are several routes to models for counts based on the negative-binomial distribution (see, e.g., Long, 1997, sect. 8.3; McCullagh & Nelder, 1989, sect. 6.2.3). One approach (following McCullagh & Nelder, 1989, p. 233) is to adopt a Poisson model ...
McCullagh, P. and Nelder, J. (1989).Generalized Linear Models. Chapman and Hall, New York. Google Scholar Robert, C. and Casella, G. (2004).Monte Carlo Statistical Methods. Springer-Verlag, New York, second edition. Google Scholar
McCullagh and Nelder (1989) proposed an extension of linear models, called generalized linear models, or GLM. They noted that the key elements of a classical linear model, that is, a linear regression model, are (i) the observations are independent, (ii) the mean of the observation is a...
Cordeiro G,Mccullagh P.Bias Correction in Generalized Linear Models[J].Journal of the Royal Statistical Society Series B (Methodological),1991,53 (3):629-643.Cordeiro, G. M.; McCullagh, P. (1991). Bias correction in generalized linear models. Journal of the Royal Statistical Society B, ...