Double hierarchical generalized linear models (with discussion)
نویسندگان
چکیده
منابع مشابه
Double hierarchical generalized linear models
We propose a class of double hierarchical generalized linear models in which random effects can be specified for both the mean and dispersion. Heteroscedasticity between clusters can be modelled by introducing random effects in the dispersion model, as is heterogeneity between clusters in the mean model.This class will, among other things, enable models with heavy-tailed distributions to be exp...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series C (Applied Statistics)
سال: 2006
ISSN: 0035-9254,1467-9876
DOI: 10.1111/j.1467-9876.2006.00538.x