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Robust Inference in Generalized Linear Models
Authors:Fatemah Alqallaf  Claudio Agostinelli
Affiliation:1. Department of Statistics and Operations Research, Kuwait University, Safat, Kuwait;2. Department of Mathematics, University of Trento, Trento, TN, Italy
Abstract:
Robust inference on the parameters in generalized linear models is performed using the weighted likelihood method. Two cases are considered: a case with replicated observations and a case with a single observation of the dependent variable for each combination of the explanatory variables. The first case is common in the design of experiments, while the second case arises in observational studies. Theoretical and computational results on real datasets are presented and compared with other existing techniques.
Keywords:Gamma model  Inverse Gaussian model  Outliers  Poisson model  Robust estimation  Robust model selection  Weighted likelihood.
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