In the presence of correlation, generalized linear models cannot be employed to obtain regression parameter estimates. To appropriately address the extravariation due to correlation, methods to estimate and model the additional variation are investigated. A general form of the mean-variance relationship is proposed which incorporates the canonical parameter. The two variance parameters are estimated using generalized method of moments, negating the need for a distributional assumption.
Download count: 0
- Partial requirement for: Ph.D., Arizona State University, 2018Note typethesis
- Includes bibliographical references (pages 68-72)Note typebibliography
- Field of study: Statistics