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

Danielle Bourlange and Catherine Doz

Annals of Economics and Statistics, 1988, issue 10, 139-176

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.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1988:i:10:p:139-176

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