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- Publisher
- Oxford University Press
- Copyright
- © Royal Statistical Society
- ISSN
- 1369-7412
- eISSN
- 1467-9868
- DOI
- 10.1111/j.2517-6161.1992.tb01453.x
- Publisher site
- See Article on Publisher Site
Abstract
A class of partly exponential models is proposed for the regression analysis of multivariate response data. The class is parameterized in terms of the response mean and a general shape parameter. It includes the generalized linear error model and exponential dispersion models as special cases. Maximum likelihood equations for mean parameters are shown to be of the same form as certain generalized estimating equations, and maximum likelihood estimates of mean and shape parameters are asymptotically independent. Some results are given on the efficiency of the estimating equation procedure under misspecification of the response covariance matrix.
Journal
Journal of the Royal Statistical Society Series B (Statistical Methodology) – Oxford University Press
Published: Jul 1, 1992
Keywords: ; ; ; ;