Diagnostics for glms with linear inequality parameter constraints |
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| Authors: | Gilberto A Clovis A Peres |
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| Affiliation: | Institute do mathematics e estatústica , Universidade de sáo paulo , Agência iguatemi, 01498, Brasil |
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| Abstract: | This paper proposes an iterative process, that can be implemented using GLIM, for fitting generalized linear models with linear inequality parameter constraints, when the maximum likelihood estimates exist and are unique. A one-step estimate is also introduced and some diagnostic measures are obtained. Finally an example is given for illustration. |
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| Keywords: | Diagnostics Generalized linear models Glim Inequality constraint Lagrange multiplier |
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