Joint Estimation of the Mean and Error Distribution in Generalized Linear Models
广义线性模型中均值与误差分布的联合估计
This article introduces a semiparametric extension of generalized linear models that is based on a full probability model, but does not require specification of an error distribution or variance function for the data. The approach involves treating the error distribution as an infinite-dimensional parameter, which is then estimated simultaneously with the mean-model parameters using a maximum empirical likelihood approach. The resulting estimators are shown to be consistent…