Journal
AMERICAN STATISTICIAN
Volume 56, Issue 1, Pages 55-62Publisher
TAYLOR & FRANCIS INC
DOI: 10.1198/000313002753631376
Keywords
best linear prediction; generalized linear model; generalized linear mixed model; information matrix; matrix differential calculus; maximum likelihood estimation; penalized quasi-likelihood; score equation
Categories
Ask authors/readers for more resources
Many statistical operations benefit from differential calculus. Examples include optimization of likelihood functions and calculation of information matrices. For multiparameter models differential calculus suited to vector argument functions is usually the most efficient means of performing the required calculations. We present a primer on vector differential calculus and demonstrate its application to statistics through several worked examples.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
