On the Loglinear Poisson and Gamma Model

Peter ter Berg

doi:10.1017/S0515036100006590

Abstract

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Maximum likelihood estimation in case of a Poisson or Gamma distribution with loglinear parametrization for the mean is quite akin. The asymptotic variance-covariance matrix for the maximum likelihood estimator is derived as well as a linear estimator, which can serve as a starting value for the nonlinear search procedure.

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On the Loglinear Poisson and Gamma Model

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