News

That is, the variance of Y is , where >1. With overdispersion, methods based on quasi-likelihood can be used to estimate the parameters and .A quasi-likelihood function is specified by its associated ...
Jianqing Fan, Qiwei Yao, Efficient Estimation of Conditional Variance Functions in Stochastic Regression, Biometrika, Vol. 85, No. 3 (Sep., 1998), pp. 645-660 ...
Generalized variance functions (GVF's) are used in a number of sample surveys as a convenient method of publishing sampling errors. The method consists of estimating the relative variance (relvariance ...