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
โฆ LIBER โฆ
Second-order covariance matrix of maximum likelihood estimates in generalized linear models
โ Scribed by Gauss M Cordeiro
- Book ID
- 108267157
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 215 KB
- Volume
- 66
- Category
- Article
- ISSN
- 0167-7152
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