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.
Original language | English (US) |
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Pages (from-to) | 583-588 |
Number of pages | 6 |
Journal | Biometrika |
Volume | 73 |
Issue number | 3 |
DOIs | |
State | Published - Dec 1986 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- General Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics, Probability and Uncertainty
- Applied Mathematics
Keywords
- Extra-binomial and extra-Poisson variation
- Method of moments
- Overdispersion
- Uniform consistency