Summary
In their originaL formulation of a generalised linear model. Neider and Wedderburn assumed a known relation (‘link’) between the mean of each observation and its corresponding linear predictor. It is possible to allow unknown parameters in this link function and Scallan. Gilchrist and Green(1984) discuss a stable 2-stage algorithm for estimating these extra parameters. This paper notes how an extension of the concept of a link. namely the ‘composite’ links of Thompson and Baker (1981). can be further extended by treating them as having unknown parameters. This, for example, allows the fitting of models with a correlated error structure.
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Gilchrist, R., Scallan, A. (1984). Parametric Link Functions in Generalized Linear Models. In: Havránek, T., Šidák, Z., Novák, M. (eds) Compstat 1984. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-51883-6_28
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DOI: https://doi.org/10.1007/978-3-642-51883-6_28
Publisher Name: Physica, Heidelberg
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