Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
نویسندگان
چکیده
منابع مشابه
Maximum likelihood estimation of generalized linear models with covariate measurement error
Generalized linear models with covariate measurement error can be estimated by maximum likelihood using gllamm, a program that fits a large class of multilevel latent variable models (Rabe-Hesketh, Skrondal, and Pickles 2004b). The program uses adaptive quadrature to evaluate the log-likelihood, producing more reliable results than many other methods (Rabe-Hesketh, Skrondal, and Pickles 2002). ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2018
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2018.1425626