Weighted-Average Least Squares Estimation of Generalized Linear Models

SSRN Electronic Journal ◽

10.2139/ssrn.2924333 ◽

2017 ◽

Author(s):

Giuseppe De Luca ◽

J.R. Magnus ◽

Franco Peracchi

Keyword(s):

Least Squares ◽

Generalized Linear Models ◽

Linear Models ◽

Weighted Average ◽

Least Squares Estimation

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Weighted-average least squares estimation of generalized linear models

Journal of Econometrics ◽

10.1016/j.jeconom.2017.12.007 ◽

2018 ◽

Vol 204 (1) ◽

pp. 1-17 ◽

Cited By ~ 8

Author(s):

Giuseppe De Luca ◽

Jan R. Magnus ◽

Franco Peracchi

Keyword(s):

Least Squares ◽

Generalized Linear Models ◽

Linear Models ◽

Weighted Average ◽

Least Squares Estimation

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Fitting generalized linear models and their nonlinear extensions with least squares calculations

Computational Statistics & Data Analysis ◽

10.1016/0167-9473(88)90059-x ◽

1988 ◽

Vol 6 (1) ◽

pp. 7-19 ◽

Cited By ~ 2

Author(s):

W.Douglas Stirling

Keyword(s):

Least Squares ◽

Generalized Linear Models ◽

Linear Models ◽

Nonlinear Extensions

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PMD1 COMPARISON OF GENERALIZED LINEAR MODELS AND ORDINARY LEAST-SQUARES REGRESSION FOR COST ESTIMATION

Value in Health ◽

10.1016/s1098-3015(10)62314-5 ◽

2004 ◽

Vol 7 (3) ◽

pp. 300-301

Author(s):

DA Ollendorf ◽

A Pedan

Keyword(s):

Least Squares ◽

Generalized Linear Models ◽

Cost Estimation ◽

Linear Models ◽

Ordinary Least Squares ◽

Least Squares Regression ◽

Ordinary Least Squares Regression

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Generalized Linear Models and Jeffreys Priors: An Iterative Weighted Least-Squares Approach

Computational Statistics ◽

10.1007/978-3-662-26811-7_76 ◽

1992 ◽

pp. 553-557 ◽

Cited By ~ 6

Author(s):

D. Firth

Keyword(s):

Least Squares ◽

Generalized Linear Models ◽

Linear Models ◽

Weighted Least Squares ◽

Least Squares Approach

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Least-squares estimation for linear models with certain ranges

2016 12th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD) ◽

10.1109/fskd.2016.7603469 ◽

2016 ◽

Author(s):

Chao Zhou ◽

Yueke Wang ◽

Chunjie Qiao ◽

Weihua Dai

Keyword(s):

Least Squares ◽

Linear Models ◽

Least Squares Estimation

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Least Squares Estimation of Parameters of Linear Models

Modeling, Estimation and Optimal Filtering in Signal Processing ◽

10.1002/9780470611104.ch2 ◽

2010 ◽

pp. 49-104

Keyword(s):

Least Squares ◽

Linear Models ◽

Least Squares Estimation ◽

Estimation Of Parameters

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Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2011.03.005 ◽

2012 ◽

Vol 142 (2) ◽

pp. 379-389 ◽

Cited By ~ 1

Author(s):

Huey-Fan Ni

Keyword(s):

Least Squares ◽

Linear Models ◽

Least Squares Estimation ◽

Regression Coefficients ◽

High Dimensional ◽

Partially Linear Models ◽

Penalized Least Squares ◽

Partially Linear

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Inference in regression models of heavily skewed alcohol use data: A comparison of ordinary least squares, generalized linear models, and bootstrap resampling.

Psychology of Addictive Behaviors ◽

10.1037/0893-164x.21.4.441 ◽

2007 ◽

Vol 21 (4) ◽

pp. 441-452 ◽

Cited By ~ 61

Author(s):

Dan J. Neal ◽

Jeffrey S. Simons

Keyword(s):

Alcohol Use ◽

Least Squares ◽

Generalized Linear Models ◽

Regression Models ◽

Linear Models ◽

Ordinary Least Squares ◽

Bootstrap Resampling

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Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models

Journal of the American Statistical Association ◽

10.1080/01621459.1993.10594309 ◽

1993 ◽

Vol 88 (421) ◽

pp. 179-184 ◽

Cited By ~ 3

Author(s):

Peter M. Hooper

Keyword(s):

Least Squares ◽

Linear Models ◽

Weighted Least Squares ◽

Least Squares Estimation ◽

Weighted Least Squares Estimation

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Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2010.09.023 ◽

2011 ◽

Vol 55 (3) ◽

pp. 1331-1341 ◽

Cited By ~ 31

Author(s):

Jan R. Magnus ◽

Alan T.K. Wan ◽

Xinyu Zhang

Keyword(s):

Hong Kong ◽

Housing Market ◽

Least Squares ◽

Weighted Average ◽

Least Squares Estimation

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