brquasi: Bias reduction in quasi likelihood estimation

In ikosmidis/brquasi: Bias reduction in quasi likelihood estimation

Bias reduction in quasi likelihood estimation

Description

Estimation and inference from quasi likelihoods based on various methods for bias reduction. The 'brquasi' fitting method can achieve reduction of bias either by using the empirical adjustments to the quasi score functions in Kosmidis & Lunardon (2020) or by direct subtraction of an empirical estimate of the bias of the quasi-likelihood estimator. Estimation in all cases takes place via a quasi Newton-Raphson algorithm.

Author(s)

Ioannis Kosmidis [e-mail]

References

Kosmidis I, Lunardon N (2020). Empirical bias-reducing adjustments to estimating functions. *ArXiV eprints*. https://arxiv.org/abs/2001.03786

See Also

['brquasi_fit()'], ['brglm2::brglm_fit()']

ikosmidis/brquasi documentation built on Jan. 27, 2023, 9:04 p.m.