Journal of the Korean Data and Information Science Society
- Volume 9 Issue 2
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- Pages.219-225
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- 1998
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- 1598-9402(pISSN)
Quasi-Likelihood Approach for Linear Models with Censored Data
- Ha, Il-Do (Department of Statistics, Kyungsan University) ;
- Cho, Geon-Ho (Department of Statistics, Kyungsan University)
- Published : 1998.10.31
Abstract
The parameters in linear models with censored normal responses are usually estimated by the iterative maximum likelihood and least square methods. However, the iterative least square method is simple but hardly has theoretical justification, and the iterative maximum likelihood estimating equations are complicatedly derived. In this paper, we justify these methods via Wedderburn (1974)'s quasi-likelihood approach. This provides an explicit justification for the iterative least square method and also directly the iterative maximum likelihood method for estimating the regression coefficients.
Keywords
- censored data;
- generalized linear models;
- iterative maximum likelihood and least squares methods;
- Newton-Raphson method;
- quasi-likelihood