Ebook: Introduction to General and Generalized Linear Models
Author: Madsen Henrik, Thyregod Poul
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Математика, Теория вероятностей и математическая статистика, Математическая статистика
- Series: Chapman & Hall/CRC Texts in Statistical Science
- Year: 2010
- Publisher: CRC Press
- City: Hoboken
- Language: English
- pdf
IntroductionExamples of types of data Motivating examples A first view on the modelsThe Likelihood PrincipleIntroduction Point estimation theory The likelihood function The score function The information matrix Alternative parameterizations of the likelihood The maximum likelihood estimate (MLE) Distribution of the ML estimator Generalized loss-function and deviance Quadratic approximation of the log-likelihood Read more...
Abstract: IntroductionExamples of types of data Motivating examples A first view on the modelsThe Likelihood PrincipleIntroduction Point estimation theory The likelihood function The score function The information matrix Alternative parameterizations of the likelihood The maximum likelihood estimate (MLE) Distribution of the ML estimator Generalized loss-function and deviance Quadratic approximation of the log-likelihood Likelihood ratio tests Successive testing in hypothesis chains Dealing with nuisance parameters General Linear ModelsIntroduction The multivariate normal distribution General linear mod