Research work · 1987
An Extended Quasi-Likelihood Function
John Ashworth Nelder, Daryl Pregibon
Biometrika
Abstract
Wedderburn's original definition of quasi-likelihood for generalized linear models is extended to allow the comparison of variance functions as well as those of linear predictors and link functions. The relationship between generalized linear models and the use of transformations of the response variable is explored, and the ideas are illustrated by three examples.