Multivariate iteratively re-weighted lea
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M. S. Wilhelm; E. M. Carter; J. J. Hubert
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Article
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1998
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John Wiley and Sons
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English
โ 159 KB
๐ 2 views
This paper develops a general multivariate iteratively re-weighted least squares (MIRLS) algorithm to ยฎt multinomial data for a large class of link functions. The algorithm is shown to be very useful for the generalized linear model when applied to ordered data using either the logit or the normit l