VARIANCE DERIVATION FOR THE OVERDISPERSION PARAMETER Variance of a Maximum Likelihood Estimator The asymptotic variance covariance matrix

of MLEs is obtained by inverting the expected fisher information matrix.

The second derivatives of the beta-binomial log-likelihood are obtained as j, s=1,2,,k j=1, 2,,k

Entries for the fisher information matrix are obtained as

var() is then the corresponding diagonal element of [I,]-1. Then by the Delta method (Kendall and Stuart, 1986), the asymptotic variance of is obtained as Thus, the asymptotic distribution of is Variance of the moment estimates. The asymptotic variance-covariance matrix for the estimator is obtained by using the Inagaki (1973) result. Based on the assumption that the Kurtosis and skewness of our beta-binomial distribution is unknown, we have derived moment estimators and we found that they take the form;

Based on the forms of moments above we derive the entries of the variance covariance matrix whose entries are derived from the Inagaki (1974) results. Method of moments; The entries for the and are;

Quasi-Likelihood variance The Inagaki (1973) results give the asymptotic variance of the quasi-likelihood estimate whose elements of and are derived using the following expressions.

The entries of matrices A and B are; Thus, substituting the above matrices into the asymptotic variance equation yields the expression below: , ,