ASYMPTOTIC PROPERTIES OF MOMENT ESTIMATORS FOR OVERDISPERSED COUNTS AND PROPORTIONS
成果类型：
Article
署名作者：
MOORE, DF
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1986
页码：
583588
关键词：
摘要：
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.