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On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

โœ Scribed by SanGuo Zhang; Yuan Liao


Publisher
SP Science China Press
Year
2008
Tongue
English
Weight
243 KB
Volume
51
Category
Article
ISSN
1674-7283

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Second-order biases of maximum likelihoo
โœ Gauss M. Cordeiro; Denise A. Botter ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 133 KB

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