Work

Extended Generalized Linear Models: Simultaneous Estimation of Flexible Link and Variance Functions

Year: 2005

Type: article

Abstract: I describe a command that simultaneously solves the extended estimating equations estimator for parameters in the link and variance functions along with those of the linear predictor in a generalized linear model. The method addresses difficulties in choosing the correct link and variance functions in these models. It decouples the scale of estimation for the mean model, determined by the link function, from the scale of interest for the scientifically relevant effects. It also estimates a flexible variance structure from the data, leading to efficient estimation.

Source: The Stata Journal Promoting communications on statistics and Stata

DOI: 10.1177/1536867x0500500402

Author: Anirban Basu

Institutions: Argonne National Laboratory, University of Chicago

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funder: National Institute on Alcohol Abuse and Alcoholism

OpenAlex ID: W1564676028

FWCI: 1.038

Cites: 15

Cited by: 50

Related to: 10