JSTOR Daily

Estimation of Regression Parameters in Generalized Linear Models for Cluster Correlated Data with Measurement Error

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 24, No. 2 (Jun., 1996), pp. 177-192 (16 pages) Liang and Zeger (1986) introduced a class of estimating equations that ...
JSTOR Daily

The Estimation of Regression and Error-Scale Parameters, When the Joint Distribution of the Errors is of Any Continuous Form and Known Apart from a Scale Parameter

Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, ...
Simon Fraser University

Example 8.13: Parameter Estimation for a Regression Model with ARMA Errors

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
Simon Fraser University

Parameter Estimation

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...