Bias correction for exponential family nonlinear modles

Abstract

In this paper we discuss the computation of the bias to order n ^-1 for the parameter estimates in a general class of nonlinear regression models. Simple formulae are given to some special models. Diagnostic methods to assess the relationship between bias and observations are presented. Finally the proposed methods are illustrated by two examples.

Keywords:

• Bias correction
• Diagnostic
• GLIM
• Influence
• Maximum likelihood estimate
• Nonlinear regression models
• Scale parameter