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Asymptotic properties of moment estimators for overdispersed counts and proportions. (English) Zbl 0614.62031

Consistency and asymptotic normality of moment estimates of regression parameters and an overdispersion parameter are shown for data with extra- binomial and extra-Poisson variation. The asymptotic covariance of the regression parameters is found to be unaffected by estimation of the overdispersion parameter. The moment estimates may be obtained using iterated weighted least squares.

MSC:

62F12 Asymptotic properties of parametric estimators
62J99 Linear inference, regression
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