Asymptotic properties of moment estimators for overdispersed counts and proportions

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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 languageEnglish (US)
Pages (from-to)583-588
Number of pages6
Issue number3
StatePublished - Dec 1986
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


  • Extra-binomial and extra-Poisson variation
  • Method of moments
  • Overdispersion
  • Uniform consistency


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