Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models

DOI10.1080/03610926.2011.594543zbMath1294.62043OpenAlexW1983707147MaRDI QIDQ4929214

Gauss M. Cordeiro, Denise A. Botter, Lúcia P. Barroso

Publication date: 13 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.594543

zbMATH Keywords

covariance matrixmaximum likelihood estimatelink functiongeneralized linear modelheteroskedastic generalized linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Related Items (3)

Covariance matrix of maximum likelihood estimators in censored exponential regression models ⋮ Improved gradient statistic in heteroskedastic generalized linear models ⋮ A general expression for second-order covariance matrices -- an application to dispersion models

Cites Work

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• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• Improved estimators for generalized linear models with dispersion covariates
• Bartlett corrections for generalized linear models with dispersion covariates
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion

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