This paper deals with a bias correction of Akaike's information criterion (AIC) for selecting variables in multivariate normal linear regression models when the true distribution of observation is an unknown non-normal distribution. It is well known that the bias of AIC is O(1), and there are a numb
✦ LIBER ✦
A third-order bias corrected estimate in generalized linear models
✍ Scribed by Gauss M. Cordeiro; Lúcia P. Barroso
- Book ID
- 107498038
- Publisher
- CrossRef test prefix
- Year
- 2007
- Tongue
- English
- Weight
- 308 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1234-5678
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In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. B 53 (1991) 629), and Botter and Cordeiro (Statist. Comput. Simul. 62 (1998) 9