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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Ill-conditioned information matrices and the generalized linear model: an asymptotically biased estimation approach

Marx, Brian D. January 1988 (has links)
In the regression framework of the generalized linear model (Nelder and Wedderburn (1972)), interative maximum likelihood parameter estimation is employed via the method of scoring. This iterative procedure involves a key matrix, the information matrix. Ill-conditioning of the information matrix can be responsible for making many desirable properties of the parameter estimates unattainable. Some asymptotically biased alternatives to maximum likelihood estimation are put forth which alleviate the detrimental effects of near singular information. Notions of ridge estimation (Hoerl and Kennard (1970a) and Schaefer (1979)), principal component estimation (Webster et al. (1974) and Schaefer (1986)), and Stein estimation (Stein (1960)) are extended into a regression setting utilizing any one of an entire class of response distributions. / Ph. D.

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