Полное описание

Ziegler, A. Generalized Estimating Equations : монография / by Andreas Ziegler. - New York, NY : Springer, 2011. - on-line. - (Lecture Notes in Statistics, ISSN 0930-0325 ; vol. 204). - URL: http://dx.doi.org/10.1007/978-1-4614-0499-6. - Загл. с экрана. - ISBN 978-1-4614-0499-6. - Текст : электронный.
Содержание:
The linear exponential family -- The quadratic exponential family -- Generalized linear models -- Maximum likelihood method -- Quasi maximum likelihood method -- Pseudo maximum likelihood method based on the linear exponential family -- Quasi generalized pseudo maximum likelihood method based on the linear exponential family -- Algorithms for solving the generalized estimating equations and the relation to the jack-knife estimator of variance -- Pseudo maximum likelihood estimation based on the quadratic exponential family -- Generalized method of moment estimation.

ГРНТИ	УДК
90.27.29	57.087.1
06.35.51	330.43
15.81	159.938.3
83

Рубрики:
statistics
statistics
statistical Theory and Methods

Аннотация: Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, which are too restrictive for many problems. Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasis is put on the unification of various GEE approaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM). The author details the statistical foundation of the GEE approach using more general estimation techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful to practitioners in the same fields.

http://dx.doi.org/10.1007/978-1-4614-0499-6

Держатели документа:
Государственная публичная научно-техническая библиотека России : 123298, г. Москва, ул. 3-я Хорошевская, д. 17 (Шифр в БД-источнике (KATBW): -117034697)

Шифр в сводном ЭК: 7e810d058cbf3d2446e3fc0eab96c1a9

Просмотр издания