An MM-algorithm for a class of overdispersed regression models. (English)
Madaune-Tort, Monique (ed.) et al., Ninth international conference Zaragoza-Pau on applied mathematics and statistics, Jaca, Spain, September 19‒21, 2006. Zaragoza: Univ. de Zaragoza, Seminario Matemático “García de Galdeano" (ISBN 84-7733-871-X/pbk). Monografías del Seminario Matemático “García de Galdeano” 33, 229-236 (2006).
Summary: The aim of this paper is to provide an algorithm for the computation of regression parameters estimation in the framework of generalized linear models for count data. Regression parameters are estimated through minimization of the quasi-likelihood and the main feature of that algorithm, which relies on MM method, is not to resort to matrix inversion as in the Newton-Raphson algorithm and the Fisher-scoring method.