Robust and Accurate Inference for Generalized Linear Models: Complete Computations
نویسندگان
چکیده
منابع مشابه
Bayesian Inference for Spatial Beta Generalized Linear Mixed Models
In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...
متن کاملThe Negative Binomial Distribution Efficiency in Finite Mixture of Semi-parametric Generalized Linear Models
Introduction Selection the appropriate statistical model for the response variable is one of the most important problem in the finite mixture of generalized linear models. One of the distributions which it has a problem in a finite mixture of semi-parametric generalized statistical models, is the Poisson distribution. In this paper, to overcome over dispersion and computational burden, finite ...
متن کاملRobust Inference Based on Quasi- likelihoods for Generalized Linear Models and Longitudinal Data
In this paper we introduce and develop robust versions of quasilikelihood functions for model selection via an analysis-of-deviance type of procedure in generalized linear models and longitudinal data analysis. These robust functions are built upon natural classes of robust estimators and can be seen as weighted versions of their classical counterparts. The asymptotic theory of these test stati...
متن کاملRobust and accurate inference for generalized linear models
Abstract In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on first order asymptotic theory and their accuracy in moderate to small sa...
متن کاملWhich Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
متن کامل