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

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

Gauss M. Cordeiro, Denise A. Botter

Publication date: 5 September 2002

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

zbMATH Keywords

overdispersion; exponential family; maximum likelihood estimate; bias correction; link function

Mathematics Subject Classification ID

62F10: Point estimation

62J12: Generalized linear models (logistic models)

Related Items

A non-stationary integer-valued autoregressive model, Corrected Estimators in Extended Quasi-Likelihood Models, Bias Correction in Generalized Nonlinear Models with Dispersion Covariates

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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