Bias-corrected maximum likelihood estimator of the negative binomial dispersion parameter
Bias-corrected maximum likelihood estimator of the negative binomial dispersion parameter
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DOI：
10.1111/j.0006-341x.2005.030833.x
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发表时间：
2005-03-01
期刊：
影响因子：
1.9
通讯作者：
Paul, S
中科院分区：
文献类型：
--
作者：
Saha, K;Paul, S
我们推导了负二项离差参数的一阶偏差校正极大似然估计。在偏倚和效率方面，将该估计量与Piegorsch（1990，Biometrics 46，863-867）研究的最大似然估计量、Clark和佩里（1989，Biometrics 45，309-316）研究的矩和最大扩展拟似然估计量以及双扩展拟似然估计量进行比较。在大多数情况下，偏差校正的最大似然估计具有上级偏差和效率特性。为了便于比较，我们给出了两参数负二项模型的结果。然而，一个例子涉及负二项回归。
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.