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A Journal of Theoretical and Applied Statistics
Volume 21, 1990 - Issue 4
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Original Articles

Maximum likelihood estimation in misspecified generalized linear models

Ludwig Fahrmexr University of Regensburg
Pages 487-502 | Received 01 Oct 1988, Published online: 27 Jun 2007

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Jiawei Zhang, Jie Ding & Yuhong Yang. (2023) Is a Classification Procedure Good Enough?—A Goodness-of-Fit Assessment Tool for Classification Learning. Journal of the American Statistical Association 118:542, pages 1115-1125.
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M. Kubkowski & J. Mielniczuk. (2017) Active sets of predictors for misspecified logistic regression. Statistics 51:5, pages 1023-1045.
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Tian Xia, Xue-Ren Wang & Xue-Jun Jiang. (2014) Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function. Statistics 48:4, pages 778-786.
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Li-Chu Chien & Tsung-Shan Tsou. (2014) Parametric simultaneous robust inferences for regression coefficient under generalized linear models. Journal of Statistical Computation and Simulation 84:4, pages 850-867.
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Lili Yu, Ruifeng Yu & Liang Liu. (2009) Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model. Communications in Statistics - Theory and Methods 38:13, pages 2187-2200.
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Changming Yin, Hong Zhang & Lincheng Zhao. (2008) Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models. Communications in Statistics - Theory and Methods 37:19, pages 3115-3123.
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Tian Xia, Xuejun Jiang & Xueren Wang. (2015) Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression. Statistics & Probability Letters 103, pages 37-45.
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Daria Pupashenko, Peter Ruckdeschel & Matthias Kohl. (2015) differentiability of generalized linear models . Statistics & Probability Letters 97, pages 155-164.
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Lili YuLiang LiuDing‐Geng(Din) Chen. (2013) Weighted Least‐Squares Method for Right‐Censored Data in Accelerated Failure Time Model. Biometrics 69:2, pages 358-365.
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Lili Yu. (2011) Nonparametric quasi-likelihood for right censored data. Lifetime Data Analysis 17:4, pages 594-607.
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Adeniyi J. Adewale & Xiaojian Xu. (2010) Robust designs for generalized linear models with possible overdispersion and misspecified link functions. Computational Statistics & Data Analysis 54:4, pages 875-890.
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Yong Ge Tian. (2009) On equalities for BLUEs under misspecified Gauss-Markov models. Acta Mathematica Sinica, English Series 25:11, pages 1907-1920.
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Adeniyi J. Adewale & Douglas P. Wiens. (2009) Robust designs for misspecified logistic models. Journal of Statistical Planning and Inference 139:1, pages 3-15.
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SanGuo Zhang & Yuan Liao. (2008) On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models. Science in China Series A: Mathematics 51:7, pages 1287-1296.
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Nansong Zhang, Bo-cheng Wei & Jin-guan Lin. (2005) Generalized nonlinear models and variance function estimation. Computational Statistics & Data Analysis 48:3, pages 549-570.
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Jeng-Min Chiou & Hans-Georg Müller. (1999) Nonparametric quasi-likelihood. The Annals of Statistics 27:1.
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L. Fahrmeir & L. Pritscher. (1996) Regression analysis of forest damage by marginal models for correlated ordinal responses. Environmental and Ecological Statistics 3:3, pages 257-268.
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M. Séménou. (1996) Quantile estimation under possibly misspecified generalised linear model. Statistics & Probability Letters 27:4, pages 357-365.
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Alfred Hamerle & Gerd Ronning. 1995. Handbook of Statistical Modeling for the Social and Behavioral Sciences. Handbook of Statistical Modeling for the Social and Behavioral Sciences 401 451 .

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