A Closer Look at the Deviance
- 1 February 1987
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 41 (1) , 16-20
- https://doi.org/10.1080/00031305.1987.10475434
Abstract
Prediction error and Kullback-Leibler distance provide a useful link between least squares and maximum likelihood estimation. This article is a summary of some existing results, with special reference to the deviance function popular in the GLIM literature.Keywords
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