Matriz de covariâncias do estimador de máxima verossimilhança corrigido pelo viés em modelos lineares generalizados com parâmetro de dispersão desconhecido.

Abstract

Based on the expression of Pace and Salvan (1997 pág. 30), we obtained the second order covariance matrix of the of the maximum likelihood estimators corrected for bias of order n−1in generalized linear models, considering that the dispersion parameter is the same although unknown for all observations. From this matrix, we made modi cations to the Wald test. The results were evaluated through simulation studies of Monte Carlo.