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Generalized Self-Consistency: Multinomial logit model and Poisson likelihood
A generalized self-consistency approach to maximum likelihood estimation (MLE) and model building was developed in (Tsodikov, 2003) and applied to a survival analysis problem. We extend the framework to obtain second-order results such as information matrix and properties of the variance. Multinomia...
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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
2008
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| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2516948/ https://ncbi.nlm.nih.gov/pubmed/18709183 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2007.10.004 |
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