Bias‐Corrected Maximum Likelihood Estimator of the Negative Binomial Dispersion Parameter
- 28 February 2005
- journal article
- research article
- Published by Oxford University Press (OUP) in Biometrics
- Vol. 61 (1) , 179-185
- https://doi.org/10.1111/j.0006-341x.2005.030833.x
Abstract
SummaryWe derive a first‐order bias‐corrected maximum likelihood estimator for the negative binomial dispersion parameter. This estimator is compared, in terms of bias and efficiency, with the maximum likelihood estimator investigated byPiegorsch(1990,Biometrics46,863–867), the moment and the maximum extended quasi‐likelihood estimators investigated byClark and Perry(1989,Biometrics45,309–316), and a double‐extended quasi‐likelihood estimator. The bias‐corrected maximum likelihood estimator has superior bias and efficiency properties in most instances. For ease of comparison we give results for the two‐parameter negative binomial model. However, an example involving negative binomial regression is given.Keywords
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