Generalized linear models and maximum quasi-likelihood estimation

2017 ◽  
pp. 129-144
Author(s):  
David Hand ◽  
Martin Crowder
2020 ◽  
Vol 117 (22) ◽  
pp. 12004-12010
Author(s):  
Dongming Huang ◽  
Nathan Stein ◽  
Donald B. Rubin ◽  
S. C. Kou

A catalytic prior distribution is designed to stabilize a high-dimensional “working model” by shrinking it toward a “simplified model.” The shrinkage is achieved by supplementing the observed data with a small amount of “synthetic data” generated from a predictive distribution under the simpler model. We apply this framework to generalized linear models, where we propose various strategies for the specification of a tuning parameter governing the degree of shrinkage and study resultant theoretical properties. In simulations, the resulting posterior estimation using such a catalytic prior outperforms maximum likelihood estimation from the working model and is generally comparable with or superior to existing competitive methods in terms of frequentist prediction accuracy of point estimation and coverage accuracy of interval estimation. The catalytic priors have simple interpretations and are easy to formulate.


2021 ◽  
Vol 19 (1) ◽  
Author(s):  
Rasaki Olawale Olanrewaju

A Gamma distributed response is subjected to regression penalized likelihood estimations of Least Absolute Shrinkage and Selection Operator (LASSO) and Minimax Concave Penalty via Generalized Linear Models (GLMs). The Gamma related disturbance controls the influence of skewness and spread in the corrected path solutions of the regression coefficients.


Author(s):  
Intesar N. El-Saeiti ◽  
Khalil Mostafa ALsawi

This article is concerned with hierarchical generalized linear models. It includes generalized linear models and generalized linear mixed models, which are related to linear models. In generalized linear mixed models, the dependent variable and the standard error follow any distribution from the exponential family, e.g. normal, Poisson, binomial, gamma, etc. We studied counting data, and then use the Poisson-gamma model,where the dependentvariable follows the Poisson distribution and the standard error follow the gamma distribution. Several estimation techniques can be used for generalized linear mixed model. In this paperthe hierarchical likelihood estimation technique was used to prove the performance of H-likelihood methodwhen thecounting data were balanced or unbalanced. Real data were used to test the performance of Poisson-gamma H-likelihood estimation method in case of balanced and unbalanced counting data.When real data used in the past research for another problem, it was noticed that the performance of the hierarchical likelihood estimation technique gave a close approximations in the event of balanced and unbalanced counting data, and the output of the technique was approximately equivalent in both instances.


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