• Title/Summary/Keyword: Local quasi-likelihood

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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

Sparse Design Problem in Local Linear Quasi-likelihood Estimator (국소선형 준가능도 추정량의 자료 희박성 문제 해결방안)

  • Park, Dong-Ryeon
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.133-145
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    • 2007
  • Local linear estimator has a number of advantages over the traditional kernel estimators. The better performance near boundaries is one of them. However, local linear estimator can produce erratic result in sparse regions in the realization of the design and to solve this problem much research has been done. Local linear quasi-likelihood estimator has many common properties with local linear estimator, and it turns out that sparse design can also lead local linear quasi-likelihood estimator to erratic behavior in practice. Several methods to solve this problem are proposed and their finite sample properties are compared by the simulation study.

Optimal Design for Locally Weighted Quasi-Likelihood Response Curve Estimator

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.743-752
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    • 2002
  • The estimation of the response curve is the important problem in the quantal bioassay. When we estimate the response curve, we determine the design points in advance of the experiment. Then naturally we have a question of which design would be optimal. As a response curve estimator, locally weighted quasi-likelihood estimator has several more appealing features than the traditional nonparametric estimators. The optimal design density for the locally weighted quasi-likelihood estimator is derived and its ability both in theoretical and in empirical point of view are investigated.

Monotone Local Linear Quasi-Likelihood Response Curve Estimates

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.273-283
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    • 2006
  • In bioassay, the response curve is usually assumed monotone increasing, but its exact form is unknown, so it is very difficult to select the proper functional form for the parametric model. Therefore, we should probably use the nonparametric regression model rather than the parametric model unless we have at least the partial information about the true response curve. However, it is well known that the nonparametric regression estimate is not necessarily monotone. Therefore the monotonizing transformation technique is of course required. In this paper, we compare the finite sample properties of the monotone transformation methods which can be applied to the local linear quasi-likelihood response curve estimate.

QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.367-379
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    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.