Bias correction in generalized nonlinear models with dispersion covariates

被引：10

作者：

Cordeiro, Gauss M. ^{[1
]}

Udo, Margareth C. Toyama ^{[2
]}

机构：

[1] Univ Fed Rural Pernambuco, Dept Estatist & Inform, BR-50171900 Recife, PE, Brazil

[2] Univ Estadual Maringa, Dept Estatist, Maringa, Parana, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 14期

关键词：

bias correction; dispersion parameter; generalized nonlinear model; maximum likelihood; precision parameter;

D O I：

10.1080/03610920801931895

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：

We derive general formulae for the second-order biases of maximum likelihood estimates of the parameters in generalized nonlinear models with dispersion covariates. This result generalizes previous work by Botter and Cordeiro (1998) and Cordeiro and McCullagh (1991). The practical use of such bias corrections is illustrated in a simulation study.

引用

页码：2219 / 2225

页数：7

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