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Orthogonality of the Mean and Error Distribution in Generalized Linear Models
We show that the mean-model parameter is always orthogonal to the error distribution in generalized linear models. Thus, the maximum likelihood estimator of the mean-model parameter will be asymptotically efficient regardless of whether the error distribution is known completely, known up to a finit...
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| Veröffentlicht in: | Commun Stat Theory Methods |
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| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2016
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5396964/ https://ncbi.nlm.nih.gov/pubmed/28435181 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/03610926.2013.851241 |
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