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Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models

✍ Scribed by Gauss M. Cordeiro, Denise A. Botter, Alexsandro B. Cavalcanti…

Book ID
120787268
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
178 KB
Volume
55
Category
Article
ISSN
0932-5026

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The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which