Bias correction and improved residuals for non-exponential family nonlinear models |
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Authors: | Gilberto A. Paula Gauss M. Cordeiro |
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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 |
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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. |
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Keywords: | Bias correction Correction factors Deviance Dispersion parameter Log-gamma model Nonlinear models Residuals |
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