Variance function: Difference between revisions

Content deleted Content added
Line 21:
=== Generalized linear model ===
 
When a member of the [[exponential family]] has been specified, the variance function can easily be derived.<ref>{{cite book | last = McCullagh | first = Peter |author2=Nelder, John |authorlink2=John Nelder | title = Generalized Linear Models | publisher = London: Chapman and Hall | year = 1989 | edition=second| isbn = 0-412-31760-5 }}</ref>{{rp|29}} The general form of the variance function is presented under the exponential family context, as well as specific forms for Normal, Bernoulli, Poisson, and Gamma. In addition, we describe the applications and use of variance functions in maximum likelihood estimation and quasi-likelihood estimation.
 
==== Derivation ====