Quasi-likelihood and pseudo-likelihood are not the same thing

被引：17

作者：

Nelder, JA ^{[1
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Dept Math, London, England

来源：

JOURNAL OF APPLIED STATISTICS | 2000年 / 27卷 / 08期

关键词：

D O I：

10.1080/02664760050173328

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Models described as using quasi-likelihood (QL) are often using a different approach based on the normal likelihood, which I call pseudo-likelihood. The two approaches are described and contrasted, and an example is used to illustrate the advantages of the QL approach proper.

引用

页码：1007 / 1011

页数：5

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