Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models

DOI10.1007/S00362-013-0514-1zbMath1297.62164OpenAlexW2044417056MaRDI QIDQ744795

Denise A. Botter, Lúcia P. Barroso, Alexsandro B. Cavalcanti

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0514-1

zbMATH Keywords

covariance matrixWald testgeneralized linear modelbias estimator

Mathematics Subject Classification ID

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

Related Items (1)

A general expression for second-order covariance matrices -- an application to dispersion models

Uses Software

• Ox
• Fahrmeir

Cites Work

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• Beta Regression for Modelling Rates and Proportions
• Inflated beta distributions
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Second- and third-order bias reduction for one-parameter family models
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• Linear Statistical Inference and its Applications

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