Extended generalized linear models: Simultaneous estimation of flexible link and variance functions

I describe a command that simultaneously solves the extended estimating equations estimator for parameters in the link and variance functions along with those of the linear predictor in a generalized linear model. The method addresses difficulties in choosing the correct link and variance functions in these models. It decouples the scale of estimation for the mean model, determined by the link function, from the scale of interest for the scientifically relevant effects. It also estimates a flexible variance structure from the data, leading to efficient estimation.


Issue Date:
2005
Publication Type:
Journal Article
DOI and Other Identifiers:
st0092 (Other)
PURL Identifier:
http://purl.umn.edu/117541
Published in:
Stata Journal, Volume 05, Number 4
Page range:
501-516
Total Pages:
16

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 Record created 2017-04-01, last modified 2017-10-18

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