Corrected Estimators in Extended Quasi-Likelihood Models

DOI10.1080/03610920701528619MaRDI QIDQ3499074zbMATH OpenOpenAlexFDO

Authors Clarice G. B. Demétrio, Gauss M. Cordeiro

Publication date 19 May 2008

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

Full work available at URL https://doi.org/10.1080/03610920701528619

zbMATH Keywords

link functionbias correctionvariance functiondispersion parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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Cites work

• An extended quasi-likelihood function
• An extension of quasi-likelihood estimation
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bias correction in ARMA models
• Generalized Linear Models with Random Effects
• Improved estimators for generalized linear models with dispersion covariates
• Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
• The robustness of the quasilikelihood estimator

Cited in

(4)

• Estimating intraclass correlation for binary data using extended quasi-likelihood
• On small-sample inference in group randomized trials with binary outcomes and cluster-level covariates
• Birnbaum-Saunders nonlinear regression models
• Bias-corrected estimators for dispersion models with dispersion covariates

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