Chen, S.X.Cui, H.STATISTICS & APPLIED PROBABILITY2014-10-282014-10-282003-01Chen, S.X.,Cui, H. (2003-01). An extended empirical likelihood for generalized linear models. Statistica Sinica 13 (1) : 69-81. ScholarBank@NUS Repository.10170405https://scholarbank.nus.edu.sg/handle/10635/104998The 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.Empirical likelihoodExponential familyExtra constraintsGeneralized linear modelsQuasi-likelihoodArticleNOT_IN_WOS