Statistics and Probability Letters

Autor: Cordeiro, Gauss Moutinho, Botter, Denise Aparecida
Jazyk: angličtina
Rok vydání: 2001
Předmět:
Zdroj: Repositório Institucional da UFBA
Universidade Federal da Bahia (UFBA)
instacron:UFBA
ISSN: 0167-7152
DOI: 10.1016/S0167-7152(01)00150-X
Popis: Texto completo: acesso restrito. p. 269–280 Submitted by Suelen Reis (suelen_suzane@hotmail.com) on 2012-12-17T17:33:43Z No. of bitstreams: 1 1-s2.0-S016771520100150X-main.pdf: 270833 bytes, checksum: 99022fa5121251b71a4f54127acee214 (MD5) Made available in DSpace on 2012-12-17T17:33:43Z (GMT). No. of bitstreams: 1 1-s2.0-S016771520100150X-main.pdf: 270833 bytes, checksum: 99022fa5121251b71a4f54127acee214 (MD5) Previous issue date: 2001 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.
Databáze: OpenAIRE
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