期刊
STATISTICS & PROBABILITY LETTERS
卷 55, 期 3, 页码 269-280出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/S0167-7152(01)00150-X
关键词
bias correction; exponential family; generalized linear model; link function; maximum likelihood estimate; overdispersion
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.
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