A general maximum likelihood analysis of variance components in generalized linear models.

作者: Murray Aitkin

DOI: 10.1111/J.0006-341X.1999.00117.X

关键词: Expectation–maximization algorithmMathematicsParametric statisticsStatisticsGeneralized linear modelQuasi-likelihoodJoint probability distributionNonparametric statisticsVariance functionOverdispersion

摘要: … The EM algorithm can be slow to converge in mixture models and does not provide the correct (asymptotic) … Although the Gauss-Newton algorithm might give more efficient model fitting (…

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