닫기
216.73.216.89
216.73.216.89
close menu
SCOPUS
Extended Quasi - likelihood Estimation in Overdispersed Models
김충락 , 이기원 , 정윤식 , 최국렬 ( Choong Rak Kim , Kee Won Lee , Youn Shik Chung , Kook Lyeol Choi )
UCI I410-ECN-0102-2008-310-002183392
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data.. In this paper, we investigate performance of estimators such as maximum likelihood estiamtor, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

[자료제공 : 네이버학술정보]
×