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Bias correction and improved residuals for non-exponential family nonlinear models
Authors:Gilberto A. Paula  Gauss M. Cordeiro
Affiliation:1. IME/USP , Caixa Postal 20570, Ag. Iguatemi, S?o Paulo, 01498-990, Brazil;2. Departamento de Estatística , UFPE Cidade Universitária , Recife, Brazil, 50740-540
Abstract:In this paper we derive general formulae for the biases to order n ?1 of the parameter estimates in a general class of nonlinear regression models, where n is the sample size. The formulae are related to those of Cordeiro and McCullagh (1991) and Paula (1992) and may be viewed as extensions of their results, Correction factors are derived for the score and deviance component residuals in these models. The practical use of such corrections is illustrated for the log-gamma model.
Keywords:Bias correction  Correction factors  Deviance  Dispersion parameter  Log-gamma model  Nonlinear models  Residuals
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