The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which
Log-Linear Models for Linked Loci: Variances of Estimated Parameters
โ Scribed by Dr. Michael Haber
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 265 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
โฆ Synopsis
In a recent work (HABIQB, 1984) the author deeoribed a system of two genetic loci in terms of loglinear models. The present note provides a method for eatimating the variances of the eetimated parameters in these models.
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