Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression

نویسندگان

چکیده

Abstract One-parameter link functions play a fundamental role in regression via generalized linear modelling. This paper develops the general theory for two -parameter links very large class of vector models by using total derivatives applied to composite log-likelihood within Fisher scoring/iteratively reweighted least squares algorithm. We solve four-decade old problem with an interesting history as our first example: canonical negative binomial regression. The remaining examples are fitting Weibull both mean and quantile directly compared GAMLSS, performing based on Gaussian distribution. Numerical real simulated data given. methods described here implemented packages, available CRAN. Supplementary materials this article online.

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ژورنال

عنوان ژورنال: Computational Statistics

سال: 2022

ISSN: ['0943-4062', '1613-9658']

DOI: https://doi.org/10.1007/s00180-022-01279-4