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Abstract
The paper considers improving the efficiency of parameter estimation of the quasi-likelihood in generalized linear models. The improvement is offered by employing the empirical likelihood and incorporating extra constraints which better utilize the provided variance structure of the models. We recommend a particular choice for the extra constraints to reduce the variance of the quasi-likelihood based parameter estimators.
Keywords
Empirical likelihood, Exponential family, Extra constraints, Generalized linear models, Quasi-likelihood
Source Title
Statistica Sinica
Publisher
Series/Report No.
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Date
2003-01
DOI
Type
Article