Second-order biases of maximum likelihood estimates in overdispersed generalized linear models

Detalhes bibliográficos
Autor(a) principal: Cordeiro, Gauss Moutinho
Data de Publicação: 2001
Outros Autores: Botter, Denise Aparecida
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFBA
Texto Completo: http://www.repositorio.ufba.br/ri/handle/ri/7614
Resumo: Texto completo: acesso restrito. p. 269–280
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spelling Cordeiro, Gauss MoutinhoBotter, Denise AparecidaCordeiro, Gauss MoutinhoBotter, Denise Aparecida2012-12-17T17:33:43Z20010167-7152http://www.repositorio.ufba.br/ri/handle/ri/7614v. 55, n. 3Texto completo: acesso restrito. p. 269–280In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. B 53 (1991) 629), and Botter and Cordeiro (Statist. Comput. Simul. 62 (1998) 91). Our formulae cover many important and commonly used models and are easily implemented by means of supplementary weighted linear regressions. They are also simple enough to be used algebraically to obtain several closed-form expressions in special models. The practical use of such formulae is illustrated in a simulation study.Submitted by Suelen Reis (suelen_suzane@hotmail.com) on 2012-12-17T17:33:43Z No. of bitstreams: 1 1-s2.0-S016771520100150X-main.pdf: 270833 bytes, checksum: 99022fa5121251b71a4f54127acee214 (MD5)Made available in DSpace on 2012-12-17T17:33:43Z (GMT). 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dc.title.pt_BR.fl_str_mv Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
dc.title.alternative.pt_BR.fl_str_mv Statistics and Probability Letters
title Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
spellingShingle Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
Cordeiro, Gauss Moutinho
Bias correction
Exponential family
Generalized linear model
Link function
Maximum likelihood estimate
Overdispersion
title_short Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
title_full Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
title_fullStr Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
title_full_unstemmed Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
title_sort Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
author Cordeiro, Gauss Moutinho
author_facet Cordeiro, Gauss Moutinho
Botter, Denise Aparecida
author_role author
author2 Botter, Denise Aparecida
author2_role author
dc.contributor.author.fl_str_mv Cordeiro, Gauss Moutinho
Botter, Denise Aparecida
Cordeiro, Gauss Moutinho
Botter, Denise Aparecida
dc.subject.por.fl_str_mv Bias correction
Exponential family
Generalized linear model
Link function
Maximum likelihood estimate
Overdispersion
topic Bias correction
Exponential family
Generalized linear model
Link function
Maximum likelihood estimate
Overdispersion
description Texto completo: acesso restrito. p. 269–280
publishDate 2001
dc.date.issued.fl_str_mv 2001
dc.date.accessioned.fl_str_mv 2012-12-17T17:33:43Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://www.repositorio.ufba.br/ri/handle/ri/7614
dc.identifier.issn.none.fl_str_mv 0167-7152
dc.identifier.number.pt_BR.fl_str_mv v. 55, n. 3
identifier_str_mv 0167-7152
v. 55, n. 3
url http://www.repositorio.ufba.br/ri/handle/ri/7614
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://dx.doi.org/10.1016/S0167-7152(01)00150-X
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFBA
instname:Universidade Federal da Bahia (UFBA)
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instname_str Universidade Federal da Bahia (UFBA)
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reponame_str Repositório Institucional da UFBA
collection Repositório Institucional da UFBA
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