Name
Title | ||
|---|---|---|
Bias Corrected Maximum Likelihood Estimator Under The Generalized Linear Model For A Binary Variable |
Abstract | ||
|---|---|---|
Under the generalized linear models for a binary variable, an approximate bias of the maximum likelihood estimator of the coefficient, that is a special case of linear parameter in Cordeiro and McCullagh (1991), is derived without a calculation of the third-order derivative of the log likelihood function. Using the obtained approximate bias of the maximum likelihood estimator, a bias-corrected maximum likelihood estimator is defined. Through a simulation study, we show that the bias-corrected maximum likelihood estimator and its variance estimator have a better performance than the maximum likelihood estimator and its variance estimator. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1080/03610910802063772 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
bias, likelihood equation, log likelihood function | Journal | 37 |
Issue | ISSN | Citations |
8 | 0361-0918 | 1 |
PageRank | References | Authors |
0.43 | 1 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mingue Park | 1 | 1 | 1.11 |
| Boseung Choi | 2 | 1 | 0.43 |