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Pseudo-maximum de vraisemblance: expériences de simulations dans le cadre d'un model de Poisson

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  • Danielle Bourlange
  • Catherine Doz

Abstract

This paper presents a study of the finite sample properties of the pseudo-maximum likelihood estimators in the case of a Poisson model. The simulations have been realized with control variates, a method which has considerably improved the accuracy of the results obtained. The negative binomial p. d. f. gives better estimators, for the pseudo-maximum likelihood method, than gamma or normal p. d. f. The quasi-generalized pseudo-maximum likelihood method really improves the results, whichever of those three p. d. f.'s is used.

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  • Danielle Bourlange & Catherine Doz, 1988. "Pseudo-maximum de vraisemblance: expériences de simulations dans le cadre d'un model de Poisson," Annals of Economics and Statistics, GENES, issue 10, pages 139-176.
    • Handle: RePEc:adr:anecst:y:1988:i:10:p:139-176
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