• Medientyp: E-Artikel
  • Titel: Bias in Multivariate Generalized Linear Models
  • Beteiligte: Mukhopadhyay, Siuli; Khuri, André I.
  • Erschienen: SAGE Publications, 2007
  • Erschienen in: Calcutta Statistical Association Bulletin
  • Sprache: Englisch
  • DOI: 10.1177/0008068320070106
  • ISSN: 2456-6462; 0008-0683
  • Schlagwörter: General Medicine
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: <jats:p> In this article, an expression is derived for the bias associated with maximum likelihood estimates of the parameters in a multivariate generalized linear model (MGLM). This expression represent.s an extension of the bias formula in the case of a univariate generalized linear model. One important objective of the proposed extension is to obtain an expression for the mean squared error of prediction matrix, which can be used as a criterion for comparing response surface designs for a MGLM. An application of the bias formula is presented in the special case of the bivariate binary distribution. A numerical example is given to illustrate this particular application. </jats:p>