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Biometrika 1987 74(3):591-597; doi:10.1093/biomet/74.3.591
© 1987 by Biometrika Trust
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On linear and quadratic estimating functions

MARTIN CROWDER

Department of Mathematics, University of Surrey Guildford, Surrey GU2 5XH, U.K.

In some cases maximum quasi-likelihood estimation, which is at the core of GLIM, can fail to give reasonable results. A more general class of estimating functions is investigated which avoids such failure and also is not restricted to the particular forms of mean and variance function of GLIM.

Key Words: Asymptotic estimator efficiency • Estimating function • Gaussian estimation • Generalized linear model • Least-squares • Maximum quasi-likelihood estimation • Optimal estimating equation


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