Improved estimators for generalized linear models with dispersion covariates
From MaRDI portal
Publication:4253264
DOI10.1080/00949659808811926zbMath1126.62353OpenAlexW2061786254MaRDI QIDQ4253264
Denise A. Botter, Gauss M. Cordeiro
Publication date: 9 August 1999
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659808811926
Related Items
Second-order biases of maximum likelihood estimates in overdispersed generalized linear models ⋮ On diagnostics in double generalized linear models ⋮ Improved score tests for exponential family nonlinear models ⋮ Adjusted quantile residual for generalized linear models ⋮ Corrected Estimators in Extended Quasi-Likelihood Models ⋮ Improved gradient statistic in heteroskedastic generalized linear models ⋮ Location-adjusted Wald statistics for scalar parameters ⋮ Bias Correction in Generalized Nonlinear Models with Dispersion Covariates ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ Improved estimators for a general class of beta regression models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates ⋮ Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models ⋮ Heteroscedastic symmetrical linear models ⋮ Sample Size Corrections for the Maximum Partial Likelihood Estimator ⋮ Improved point estimation for inverse gamma regression models ⋮ Bartlett Adjustments for Overdispersed Generalized Linear Models
Cites Work
- Unnamed Item
- Unnamed Item
- Bias correction in ARMA models
- Bias correction for a class of multivariate nonlinear regression models
- Bias correction for exponential family nonlinear modles
- Bartlett corrections and bias correction for two heteroscedastic regression models
- Bias in nonlinear regression
- A Note on Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
- Bias and accuracy of parameter estimates in a quantal response model
