Theory & Methods: Second-order biases of the maximum likelihood estimates in von Mises regression models

Second-order biases of maximum likelihoo

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

✍ Gauss M. Cordeiro; Denise A. Botter 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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