A note on the maximum likelihood estimator in the gamma regression model
This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximu...
Main Author: | Jerzy P. Rydlewski |
---|---|
Format: | Article |
Language: | English |
Published: |
AGH Univeristy of Science and Technology Press
2009-01-01
|
Series: | Opuscula Mathematica |
Subjects: | |
Online Access: | http://www.opuscula.agh.edu.pl/vol29/3/art/opuscula_math_2924.pdf |
Similar Items
-
Usage of Penalized Maximum Likelihood Estimation Method in Medical Research: An Alternative to Maximum Likelihood Estimation Method
by: Ecevit Eyduran
Published: (2008-12-01) -
Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in <italic>Ga</italic>GLM
by: Benchao Wang, et al.
Published: (2022-01-01) -
Multivariate Gamma Regression: Parameter Estimation, Hypothesis Testing, and Its Application
by: Anita Rahayu, et al.
Published: (2020-05-01) -
Performance comparison between maximum likelihood estimation and variational method for estimating simple linear regression parameter
by: Widyaningsih Yekti, et al.
Published: (2024-01-01) -
Implementing and evaluating the nested maximum likelihood estimation technique
by: Denis Cousineau
Published: (2007-03-01)