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Second-order biases of maximum likelihood estimates in overdispersed generalized linear models

✍ Scribed by Gauss M. Cordeiro; Denise A. Botter

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
133 KB
Volume
55
Category
Article
ISSN
0167-7152

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✦ Synopsis

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) 91). Our formulae cover many important and commonly used models and are easily implemented by means of supplementary weighted linear regressions. They are also simple enough to be used algebraically to obtain several closed-form expressions in special models. The practical use of such formulae is illustrated in a simulation study.

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