Second-order biases of maximum likelihood estimates in overdispersed generalized linear models

DOI10.1016/S0167-7152(01)00150-XzbMath1044.62078OpenAlexW2017115063MaRDI QIDQ1612933

Gauss M. Cordeiro, Denise A. Botter

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00150-x

zbMATH Keywords

overdispersionexponential familymaximum likelihood estimatebias correctionlink function

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items

On improved estimation in multivariate Dirichlet regressions, Corrected Estimators in Extended Quasi-Likelihood Models, Improved estimation for a new class of parametric link functions in binary regression, Bias and skewness in a general extreme-value regression model, Bias Correction in Generalized Nonlinear Models with Dispersion Covariates, A non-stationary integer-valued autoregressive model, Bias correction in a multivariate normal regression model with general parameterization

Uses Software

• Mathematica

Cites Work

• Overdispersed generalized linear models
• The first passage time distribution of Brownian motion with positive drift
• A note on overdispersed exponential families
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Double Exponential Families and Their Use in Generalized Linear Regression
• Modified maximum likelihood estimation in one-parameter exponential family models
• Improved estimators for generalized linear models with dispersion covariates
• APPROXIMATE CONFIDENCE INTERVALS
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