Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
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DOI: 10.1007/s00362-013-0514-1
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References listed on IDEAS
- Raydonal Ospina & Silvia Ferrari, 2010. "Inflated beta distributions," Statistical Papers, Springer, vol. 51(1), pages 111-126, January.
- Cordeiro, Gauss M., 2004. "Second-order covariance matrix of maximum likelihood estimates in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 153-160, January.
- Audrey Cysneiros & Katya Rodrigues & Gauss Cordeiro & Silvia Ferrari, 2010. "Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models," Statistical Papers, Springer, vol. 51(2), pages 273-284, June.
- Silvia Ferrari & Francisco Cribari-Neto, 2004. "Beta Regression for Modelling Rates and Proportions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(7), pages 799-815.
- Ferrari, Silvia L. P. & Botter, Denise A. & Cordeiro, Gauss M. & Cribari-Neto, Francisco, 1996. "Second- and third-order bias reduction for one-parameter family models," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 339-345, November.
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More about this item
Keywords
Bias estimator; Covariance matrix; Generalized linear model; Wald test; 62Fxx; 62F12;All these keywords.
JEL classification:
Statistics
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