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The Estimation Method of Inference Functions for Margins for Multivariate Models Joe, Harry; Xu, James Jianmeng
Abstract
An estimation approach is proposed for models for a multivariate (non-normal) response with covariates when each of the parameters (either a univariate or a dependence parameter) of the model can be associated with a marginal distribution. The approach consists of estimating univariate parameters from separately maximizing univariate likelihoods, and then estimating dependence parameters from separate bivariate likelihoods or from a multivariate likelihood. The analysis of this method is done through the theory of inference or estimating functions, and the jackknife method is proposed for obtaining standard errors of the parameters and functions of the parameters. The approach proposed here make a large contribution to the computational feasibility of carrying out inference with multivariate models. Examples illustrate the approach, and simulation results are used to indicate the efficiency.
Item Metadata
Title |
The Estimation Method of Inference Functions for Margins for Multivariate Models
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Creator | |
Date Issued |
1996-10
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Description |
An estimation approach is proposed for models for a multivariate (non-normal) response with covariates
when each of the parameters (either a univariate or a dependence parameter) of the model can be
associated with a marginal distribution. The approach consists of estimating univariate parameters from
separately maximizing univariate likelihoods, and then estimating dependence parameters from separate bivariate
likelihoods or from a multivariate likelihood. The analysis of this method is done through the theory
of inference or estimating functions, and the jackknife method is proposed for obtaining standard errors of
the parameters and functions of the parameters. The approach proposed here make a large contribution
to the computational feasibility of carrying out inference with multivariate models. Examples illustrate the
approach, and simulation results are used to indicate the efficiency.
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Subject | |
Genre | |
Type | |
Language |
eng
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Date Available |
2017-01-31
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivs 2.5 Canada
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DOI |
10.14288/1.0225985
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivs 2.5 Canada