Chapter 15. Alternative Estimation Theory for Parametric Models
Published Online: 26 MAR 2003
DOI: 10.1002/0471249688.ch15
Copyright © 2002 John Wiley & Sons, Inc.
Book Title
Categorical Data Analysis, Second Edition
Additional Information
How to Cite
Agresti, A. (2003) Alternative Estimation Theory for Parametric Models, in Categorical Data Analysis, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471249688.ch15
Publication History
- Published Online: 26 MAR 2003
- Published Print: 3 JUL 2002
Book Series:
ISBN Information
Print ISBN: 9780471360933
Online ISBN: 9780471249689
- Summary
- Chapter
Keywords:
- weighted least squares;
- Bayesian inference;
- kernel smoothing;
- minimum discrimination inference;
- penalized likelihood
Summary
Chapter 15 presents alternative estimation theory for parametric models. It presents weighted least squares and mentions its connections to maximum likelihood and GEE. It surveys ways that Bayesian methods have been used for categorical data. It also briefly mentions other methods of estimation, such as kernel smoothing.