For noncanonical link functions in a GLM, show that the observed information matrix may depend on the
Question:
For noncanonical link functions in a GLM, show that the observed information matrix may depend on the data and hence differs from the expected information matrix. Thus, the Newton–Raphson method and Fisher scoring may provide different standard errors.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
Question Posted: