Corrected Estimators in Extended Quasi-Likelihood Models
From MaRDI portal
Publication:3499074
DOI10.1080/03610920701528619zbMATH Open1135.62317OpenAlexW2055625914MaRDI QIDQ3499074FDOQ3499074
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
Recommendations
- An extension of quasi-likelihood estimation
- Estimation in the generalized linear empirical bayes model using the extended quasi-likelihood
- A corrected \(T(q)\)-likelihood estimator for the exponential structural measurement error model
- Corrected \(T(q)\)-likelihood estimator in a generalized linear structural regression model with measurement errors
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)
Cites Work
- Bartlett corrections and bias correction for two heteroscedastic regression models
- Generalized Linear Models with Random Effects
- An extended quasi-likelihood function
- Improved estimators for generalized linear models with dispersion covariates
- An extension of quasi-likelihood estimation
- Bias correction in ARMA models
- Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
- The robustness of the quasilikelihood estimator
Cited In (4)
- On small-sample inference in group randomized trials with binary outcomes and cluster-level covariates
- Bias-corrected estimators for dispersion models with dispersion covariates
- Birnbaum-Saunders nonlinear regression models
- Estimating intraclass correlation for binary data using extended quasi-likelihood
This page was built for publication: Corrected Estimators in Extended Quasi-Likelihood Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3499074)
