Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 37, Issue 6, Pages 873-880Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610920701528619
Keywords
bias correction; dispersion parameter; link function; quasi-likelihood; variance function
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This paper addresses extended quasi-likelihood models where both the mean and the dispersion parameters vary across observations in a parameterized fashion. We derive formulae for the second-order biases of the maximum quasi-likelihood estimators of all parameters in these models. The practical use of such bias corrections is illustrated in a simulation study.
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