过度离散计数与比例数据的矩估计量的渐近性质

Asymptotic Properties of Moment Estimators for Overdispersed Counts and Proportions

Biometrika · 1986
被引 6
ABS 4

中文导读

研究了具有额外二项和额外泊松变异的数据中,回归参数和过度离散参数的矩估计的一致性和渐近正态性,发现回归参数的渐近协方差不受过度离散参数估计的影响。

Abstract

Consistency and asymptotic normality of moment estimates of regression parameters and an overdispersion parameter are shown for data with extra-binomial and extra-Poisson variation. The asymptotic covariance of the regression parameters is found to be unaffected by estimation of the overdispersion parameter. The moment estimates may be obtained using iterated weighted least squares.

计量经济学统计学应用数学回归分析