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
收藏
页码：873 / 880
页数：8
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