Quasi-likelihood models



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Quasi-likelihood models

For all families the variance of the response will depend on the mean and will have the scale parameter as a multiplier. The form of dependence of the variance on the mean is a characteristic of the response distribution; for example for the poisson distribution the .

For quasi-likelihood estimation and inference the precise response distribution is not specified, but rather only a link function and the form of the variance function as it depends on the mean. Since quasi-likelihood estimation uses formally identical techniques to those for the gaussian distribution, this family provides a way of fitting gaussian models with non-standard link functions or variance functions, incidently.

For example, consider fitting the non-linear regression

 

this may be written alternatively as

where , , and . Supposing a suitable data frame to be set up we could fit this non-linear regression as

 nlfit <- glm(y ~ x1+x2-1,family=quasi(link=inverse,variance=constant),
              data=biochem) 

The reader is referred to the manual and the help document for further information, as needed.



Erik Moledor
Tue Jan 31 21:02:18 EST 1995