Journal
BIOMETRICS
Volume 61, Issue 1, Pages 179-185Publisher
WILEY
DOI: 10.1111/j.0006-341X.2005.030833.x
Keywords
bias-corrected maximum likelihood estimator; dispersion parameter; double-extended quasi-likelihood estimator; efficiency; extended quasi-likelihood estimator; negative binomial model
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We derive a first-order bias-corrected maximum likelihood estimator for the negative binomial dispersion parameter. This estimator is compared, in terms of bias and efficiency, with the maximum likelihood estimator investigated by Piegorsch (1990, Biometrics 46, 863-867), the moment and the maximum extended quasi-likelihood estimators investigated by Clark and Perry (1989, Biometrics 45, 309-316), and a double-extended quasi-likelihood estimator. The bias-corrected maximum likelihood estimator has superior bias and efficiency properties in most instances. For ease of comparison we give results for the two-parameter negative binomial model. However, an example involving negative binomial regression is given.
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