Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104998
Title: An extended empirical likelihood for generalized linear models
Authors: Chen, S.X. 
Cui, H.
Keywords: Empirical likelihood
Exponential family
Extra constraints
Generalized linear models
Quasi-likelihood
Issue Date: Jan-2003
Citation: Chen, S.X.,Cui, H. (2003-01). An extended empirical likelihood for generalized linear models. Statistica Sinica 13 (1) : 69-81. ScholarBank@NUS Repository.
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.
Source Title: Statistica Sinica
URI: http://scholarbank.nus.edu.sg/handle/10635/104998
ISSN: 10170405
Appears in Collections:Staff Publications

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