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qle (version 0.18)

qsd: A normal model

Description

A statistical model of random numbers

Usage

data(normal)

Arguments

Format

A list object named `qsd` of class QLmodel with additional elements

  • simfn simulation function

  • sim simulation results at design points, class `simQL`

  • OPT result from call to estimation function qle

  • QS quasi-scoring iteration results after initial approximation

Details

This is a pedagogic example of a simulated data set for quasi-likelihood estimation using normally distributed random numbers. The model outcome is a vector of summary statistics, that is, simply the median and mean average deviation of n=10 random numbers, which is evaluated at the model parameter \(\theta=(\mu,\sigma)\) with mean \(\mu\) and standard deviation \(\sigma\) as the parameters of the normal distribution. We estimate the model parameter given a specific "observation" of those summary statistics. Clearly, maximum likelihood estimation would be the method of first choice if we had a real sample of observations. However, this example is used to demonstrate the basic workflow of estimating the model parameter. We use this model as a standard example in the package documentation.