Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 21 (1) , 149-172
- https://doi.org/10.1080/03610919208813012
Abstract
We study large sample inference for the non-exponential family non-linear models and show a simple procedure to fit these models in the GLIM regression package. We derive general expressions of three statis-tics (Wald, likelihood ratio and score) for testing a subset of parameters of interest, which may be implemented in GLIM. We review various diag-nostics for generalized linear models and extend to more general models. Some examples of analysis of real data are provided.Keywords
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