Quadratic approximations of the log — likelihood function of multivariate generalized linear models are discussed and an upper bound for the truncation error is given. Then well known variable selection procedures are applied to the resulting linear models.
Noor Muhammad KhanIleana BaldiMaria Vittoria ChiaruttiniDario Gregori
Mary C. MeyerPurushottam W. Laud
Jan GertheissArnab MaityAna‐Maria Staicu
Gaorong LiHeng LianSanying FengLixing Zhu