Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion

DOI10.1080/03610920500439687MaRDI QIDQ5201477zbMATHOpenAlexFDO

Authors 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

generalized linear modelcovariance matrixcanonical modeldispersion parametermaximum likelihood estimateprecision parameter

Mathematics Subject Classification ID

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

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Cites work

• 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
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.

Cited in

(11)

• A general expression for second-order covariance matrices -- an application to dispersion models
• Covariance matrix formula for Birnbaum-Saunders regression models
• Corrigendum to: ``Covariance matrix formula for generalized linear models with unknown dispersion
• Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
• Parametrizations, weights, and optimal prediction
• Covariance matrix of maximum likelihood estimators in censored exponential regression models
• Application of the covariance matrix of second-order of the maximum likelihood estimates in industry
• Second-order covariance matrix formula for heteroskedastic generalized linear models
• THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL

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