Accession Number : ADA186318

Title :   A Note on Extended Quasi-Likelihood.

Descriptive Note : Technical rept. Aug 86-Aug 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Davidian, Marie ; Caroll, R J

PDF Url : ADA186318

Report Date : Feb 1987

Pagination or Media Count : 17

Abstract : The authors study the method of extended quasi-likelihood estimation of the variance function. This method is shown to be closely related to the method of psuedo-likelihood estimation as in Carroll & Ruppert (1982). Keywords: Asymptotic normality; Statistical inference; Heteroscedastic regression model.

Descriptors :   *STATISTICAL INFERENCE, *ESTIMATES, ASYMPTOTIC NORMALITY, STATISTICAL INFERENCE, VARIATIONS, VARIATIONS, REGRESSION ANALYSIS, MATHEMATICAL MODELS, ASYMPTOTIC NORMALITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE