The most common method of estimating the unknown parameters, β, is that of maximum likelihood estimation (MLE) or quasi-likelihood methods (QMLE), which are equivalent if g(⋅) is the canonical link such as the logit function for the logistic regression, the log function for Poisson regression or the identity function for the Normal regression.

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Robust Regression Estimation in Generalized Linear Models

  • Nor Aishah Hamzah,
  • Mohammed Nasser

摘要

The most common method of estimating the unknown parameters, β, is that of maximum likelihood estimation (MLE) or quasi-likelihood methods (QMLE), which are equivalent if g(⋅) is the canonical link such as the logit function for the logistic regression, the log function for Poisson regression or the identity function for the Normal regression.