Corrected estimators in extended quasi-likelihood models

被引：4

作者：

Cordeiro, Gauss M. ^{[1
]}

Demetrio, Clarice G. B. ^{[2
]}

机构：

[1] Univ Fed Pernambuco, Dept Estat & Informat, BR-50171900 Recife, PE, Brazil

[2] Dept Ciencias Exatas, Piracicaba, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 06期

关键词：

bias correction; dispersion parameter; link function; quasi-likelihood; variance function;

D O I：

10.1080/03610920701528619

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper addresses extended quasi-likelihood models where both the mean and the dispersion parameters vary across observations in a parameterized fashion. We derive formulae for the second-order biases of the maximum quasi-likelihood estimators of all parameters in these models. The practical use of such bias corrections is illustrated in a simulation study.

引用

页码：873 / 880

页数：8

共 12 条

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