论文信息 - Asymptotic properties of moment estimators for overdispersed counts and proportions

Asymptotic properties of moment estimators for overdispersed counts and proportions

SUMMARY Consistency and asymptotic normality of moment estimates of regression parameters and an overdispersion parameter are shown for data with extra-binomial and extraPoisson 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.

Dirk F. Moore | D. Moore

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