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Mathematics
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Mathematics
Article . 2024
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Generalized Linear Model (GLM) Applications for the Exponential Dispersion Model Generated by the Landau Distribution

Authors: Shaul K. Bar-Lev; Xu Liu; Ad Ridder; Ziyu Xiang;

Generalized Linear Model (GLM) Applications for the Exponential Dispersion Model Generated by the Landau Distribution

Abstract

The exponential dispersion model (EDM) generated by the Landau distribution, denoted by EDM-EVF (exponential variance function), belongs to the Tweedie scale with power infinity. Its density function does not have an explicit form and, as of yet, has not been used for statistical aspects. Out of all EDMs belonging to the Tweedie scale, only two EDMs are steep and supported on the whole real line: the normal EDM with constant variance function and the EDM-EVF. All other absolutely continuous steep EDMs in the Tweedie scale are supported on the positive real line. This paper aims to accomplish an overall picture of all generalized linear model (GLM) applications belonging to the Tweedie scale by including the EDM-EVF. This paper introduces all GLM ingredients needed for its analysis, including the respective link function and total and scaled deviance. We study its analysis of deviance, derive the asymptotic properties of the maximum likelihood estimation (MLE) of the covariate parameters, and obtain the asymptotic distribution of deviance, using saddlepoint approximation. We provide numerical studies, which include estimation algorithm, simulation studies, and applications to three real datasets, and demonstrate that GLM using the EDM-EVF performs better than the linear model based on the normal EDM. An R package accompanies all of these.

Country
Netherlands
Keywords

analysis of the deviance, generalized linear model, small-dispersion asymptotics, QA1-939, exponential variance function, exponential dispersion model, saddlepoint approximation, Mathematics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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