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metadata.dc.type: | Artigo de Periódico |
Title: | Second-order biases of maximum likelihood estimates in overdispersed generalized linear models |
Other Titles: | Statistics and Probability Letters |
Authors: | Cordeiro, Gauss Moutinho Botter, Denise Aparecida |
metadata.dc.creator: | Cordeiro, Gauss Moutinho Botter, Denise Aparecida |
Abstract: | 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. |
Keywords: | Bias correction Exponential family Generalized linear model Link function Maximum likelihood estimate Overdispersion |
URI: | http://www.repositorio.ufba.br/ri/handle/ri/7614 |
Issue Date: | 2001 |
Appears in Collections: | Artigo Publicado em Periódico (PGMAT) |
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