A Closer Look at the Deviance

Authors
Hastie, Trevor
Citation
Hastie, Trevor, A Closer Look at the Deviance, American statistician , 41(1), 1987, pp. 16-20
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
41
Issue
1
Year of publication
1987
Pages
16 - 20
Database
ACNP
SICI code
Abstract
Prediction error and Kullback-Leibler distance provide a useful link between least squares and maximum likelihood estimation.This article is a summary of some existing results, with special reference to the deviance function popular in the GLIM literature.