Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion

DOI10.1080/03610920500439687zbMath1084.62062OpenAlexW1989962512MaRDI QIDQ5201477

Lúcia P. Barroso, Denise A. Botter, Gauss M. Cordeiro

Publication date: 19 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500439687

zbMATH Keywords

covariance matrixmaximum likelihood estimategeneralized linear modeldispersion parametercanonical modelprecision parameter

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items (5)

Parametrizations, weights, and optimal prediction ⋮ Covariance matrix of maximum likelihood estimators in censored exponential regression models ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models ⋮ Covariance matrix formula for Birnbaum–Saunders regression models

Cites Work

• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• On the corrections to the likelihood ratio statistics
• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
• Second order asymptotics for score tests in generalised linear models

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