Date of Award:

5-2001

Document Type:

Dissertation

Degree Name:

Doctor of Philosophy (PhD)

Department:

Mathematics and Statistics

Committee

Richard Cutler

Abstract

In this dissertation, robust and efficient alternatives to quasi-likelihood estimation and likelihood ratio tests are developed for discrete generalized linear models. The estimation method considered is a penalized minimum Hellinger distance procedure that generalizes a procedure developed by Harris and Basu for estimating parameters of a single discrete probability distribution from a random sample. A bootstrap algorithm is proposed to select the weight of the penalty term. Simulations are carried out to compare the new estimators with quasi-likelihood estimation. The robustness of the estimation procedure is demonstrated by simulation work and by Hapel's α-influence curve. Penalized minimum Hellinger deviance tests for goodness-of-fit and for testing nested linear hypotheses are proposed and simulated. A nonparametric bootstrap algorithm is proposed to obtain critical values for the testing procedure.

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