Maximum Likelihood Estimation of Parameters in Generalized Functional Linear Model

author

  • ,
Abstract:

Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to estimate the model parameters. Finally, in a simulation study and two practical examples, the model and methods presented are implemented.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

Maximum Likelihood for Generalized Linear Model and Generalized Estimating Equations

The most frequent methods to analyze statistical data are the regression methods, whereby the maximum likelihood method or that of least squares. On the one hand, in the context of the longitudinal data or repeated measurements, these data are often unbalanced; on the other hand, their law of probability are not normal rending the passage to other models with other methods of estimate possible....

full text

Maximum Likelihood Estimation in Generalized Gamma Type Model

In the present paper, the maximum likelihood estimates of the two parameters of a generalized gamma type model have been obtained directly by solving the likelihood equations as well as by reparametrizing the model first and then solving the likelihood equations (as done by Prentice, 1974) for fixed values of the third parameter. It is found that reparametrization does neither reduce the bulk n...

full text

Maximum Likelihood Estimation of a Generalized Threshold Model

The open-loop Threshold Model, proposed by Tong [23], is a piecewise-linear stochastic regression model useful for modeling conditionally normal response time-series data. However, in many applications, the response variable is conditionally non-normal, e.g. Poisson or binomially distributed. We generalize the open-loop Threshold Model by introducing the Generalized Threshold Model (GTM). Speci...

full text

Robust maximum likelihood estimation in the linear model

This paper addresses the problem of maximum likelihood parameter estimation in linear models a!ected by Gaussian noise, whose mean and covariance matrix are uncertain. The proposed estimate maximizes a lower bound on the worst-case (with respect to the uncertainty) likelihood of the measured sample, and is computed solving a semide"nite optimization problem (SDP). The problem of linear robust e...

full text

Maximum likelihood estimation of survival curve parameters.

A maximum likelihood procedure is presented for the estimation of the parameters in a survival curve which is used in the quantitative investigation of cytological damage resulting from ionizing radiation. This estimation procedure is developed under the assumption that the observations are distributed as independent Poisson random variables. In addition, a weighted least squares procedure, whi...

full text

Maximum Likelihood Estimation of Dirichlet Distribution Parameters

The Dirichlet distribution is one that has often been turned to in Bayesian statistical inference as a convenient prior distribution to place over proportional data. To properly motivate its study, we will begin with a simple coin toss example, where the task will be to find a suitable distribution P which summarizes our beliefs about the probability that the toss will result in heads, based on...

full text

My Resources

Save resource for easier access later

Save to my library Already added to my library

{@ msg_add @}


Journal title

volume 24  issue 2

pages  43- 54

publication date 2020-03

By following a journal you will be notified via email when a new issue of this journal is published.

Keywords

No Keywords

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023