• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.385-399
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• 2003

We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.229-239
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• 2007

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

• Journal of the Korean Data and Information Science Society
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• 제16권3호
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• pp.651-656
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• 2005

In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.247-260
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• 1997

The quasi-likelihood models which greatly widened the scope of generalized linear models are widely used in data analysis where a likelihood is not available. Since a quasi-likelihood may not appear to be an ordinary likelihood for any known distribution in the natural exponential family, to fit the quasi-likelihood models the standard statistical packages such as GLIM, GENSTAT, S-PLUS and so on may not directly applied. SAS/IML is very useful for fitting of such models. In this paper, we present simple SAS/IML(version 6.11) program which helps to fit and analyze the quasi-likelihood models applied to the leaf-blotch data introduced by Wedderburn(1974), and the problem with deviance useful generally to model checking is pointed out, and then its solution method is mention through the data analysis based on this quasi-likelihood models checking.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 춘계 학술발표회 논문집
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• pp.109-112
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• 2005

The robust quasi-likelihood (RQL) proposed by Cantoni & Ronchetti (2001) is a robust version of quasi-likelihood. They adopted Huber function to increase the resistance of the RQL estimator to the outliers. They considered the Huber function only of symmetric type. We extend the class of Huber function to include asymmetric types, and derived a method to find the optimal asymmetric one.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.515-520
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• 2002

In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.367-379
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• 2004

This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

• International Journal of Reliability and Applications
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• 제17권1호
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• pp.1-19
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• 2016

The Exponentiated Quasi Lindley (EQL) distribution which is an extension of the quasi Lindley Distribution is introduced and its properties are explored. This new distribution represents a more flexible model for the lifetime data. Some statistical properties of the proposed distribution including the shapes of the density and hazard rate functions, the moments and moment generating function, the distribution of the order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters and finally an application of the model with a real data set is presented for the illustration of the usefulness of the proposed distribution.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.199-210
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• 1997

Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.195-210
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• 1999

We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.