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Seemingly Unrelated Generalized Linear Models
Author(s) -
Lefkovitch L. P.
Publication year - 1991
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710330802
Subject(s) - deviance (statistics) , mathematics , multivariate statistics , generalized linear model , statistics , linear model , generalized estimating equation , bayesian multivariate linear regression , seemingly unrelated regressions , multivariate analysis , econometrics , linear regression
By using deviance standardized residuals, the seemingly unrelated regression estimation procedure is extended to generalized linear models, and fitted by an iterative procedure. The matrix of cross products of standardized residuals is asymptotically multivariate normal, and can be used for further multivariate analyses and for hypothesis testing.