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

被引：7

作者：

Cordeiro, GM

Botter, DA

机构：

[1] UFBA, Dept Estat, BR-40170110 Salvador, BA, Brazil

[2] USP, Dept Estat, BR-05315970 Sao Paulo, SP, Brazil

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 55卷 / 03期

基金：

巴西圣保罗研究基金会;

关键词：

bias correction; exponential family; generalized linear model; link function; maximum likelihood estimate; overdispersion;

D O I：

10.1016/S0167-7152(01)00150-X

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：

In 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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：269 / 280

页数：12

共 50 条

[41] MOMENTS OF GENERALIZED BAYESSIAN AND MAXIMUM LIKELIHOOD ESTIMATES
IBRAGIMOV, IA
KHASMINS.RZ
[J]. TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1973, 18 (03): : 535 - 546
[42] Generalized maximum likelihood estimates for exponential families
Csiszar, Imre
Matus, Frantisek
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2008, 141 (1-2) : 213 - 246
[43] Generalized maximum likelihood estimates for exponential families
Csiszar, Imre
Matus, Frantisek
[J]. 2006 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, VOLS 1-6, PROCEEDINGS, 2006, : 1939 - +
[44] Generalized maximum likelihood estimates for exponential families
Imre Csiszár
František Matúš
[J]. Probability Theory and Related Fields, 2008, 141 : 213 - 246
[45] Fitting second-order parametric distributions to data using maximum likelihood estimation
Burmaster, DE
Thompson, KM
[J]. HUMAN AND ECOLOGICAL RISK ASSESSMENT, 1998, 4 (02): : 319 - 339
[46] Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Models
Awasthi, Pranjal
Das, Abhimanyu
Kong, Weihao
Sen, Rajat
[J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 35, NEURIPS 2022, 2022,
[47] A general maximum likelihood analysis of measurement error in generalized linear models
Murray Aitkin
Roberto Rocci
[J]. Statistics and Computing, 2002, 12 : 163 - 174
[48] A general maximum likelihood analysis of variance components in generalized linear models
Aitkin, M
[J]. BIOMETRICS, 1999, 55 (01) : 117 - 128
[49] ASYMPTOTIC NORMALITY OF QUASI MAXIMUM LIKELIHOOD ESTIMATE IN GENERALIZED LINEAR MODELS
YUE LI CHEN XIRU School of Mathematics and Statistics
[J]. Chinese Annals of Mathematics, 2005, (03) : 467 - 474
[50] Maximum likelihood methods for a generalized class of log-linear models
Lang, JB
[J]. ANNALS OF STATISTICS, 1996, 24 (02): : 726 - 752

← 1 2 3 4 5 →