An algorithm for estimating the parameters in multiple linear regression model with linear constraints
β Scribed by Hong Wang; Wansoo T. Rhee
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 506 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0360-8352
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π SIMILAR VOLUMES
Liang and Zeger introduced a class of estimating equations that gives consistent estimates of regression parameters and of their variances in the class of generalized linear models for longitudinal data. When the response variable in such models is subject to overdispersion, the oerdispersion parame
where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud