GMM versus GQL inferences for panel count data

被引：6

作者：

Jowaheer, Vandna ^{[1
]}

Sutradhar, Brajendra ^{[1
]}

机构：

[1] Mem Univ Newfoundland, Dept Math & Stat, St John, NF A1C 5S7, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 18期

基金：

加拿大自然科学与工程研究理事会;

关键词：

GENERALIZED-METHOD; MODELS; MOMENTS;

D O I：

10.1016/j.spl.2009.05.017

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：

It is well known that the likelihood inferences in dynamic mixed models for count data is extremely complicated. In this paper, we, first, develop a generalized method of moments (GMM) approach for the estimation of the parameters of such models. We then consider an alternative generalized quasi-likelihood (GQL) approach. The relative efficiency of the GQL approach to the GMM approach is examined by comparing the asymptotic variances of the GQL estimates of the parameters to the corresponding asymptotic variances of the GMM estimates. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1928 / 1934

页数：7

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