Residuals and Influential Points in Mean Structures Estimated with Pseudo Maximum Likelihood Methods
作者： Gerhard Arminger
DOI: 10.1007/978-1-4612-2952-0_4
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摘要: Pseudo maximum likelihood (PML) has been developed by Gourieroux, Monfort and Trognon (1984) for the estimation of mean structures when distribution function error term is not known. Regularity conditions technical proofs are found in their paper. Their results briefly reviewed related to quasi ML generalized linear models (GLM’s) (McCullagh Nelder 1989). Then residuals influential points discussed.
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