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Recursive residuals in generalised linear models |
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| Authors: | CA McGilchrist KM Matawie |
| Institution: | a NCEPH, Australian National University, Canberra ACT 0200, Australia b Department of Statistics, University of NSW, PO Box 1 Kensington NSW 2033, Australia |
| Abstract: | Recursive estimation and recursive residuals are introduced for generalised linear models (GLIM). Their definitions parallel those of normal theory regression models and relate to one of the outlier model definitions of GLIM residuals. An example illustrates their use. |
| Keywords: | GLIM Recursive residuals Recursive estimation |
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