Location of Repository

A general iterative algorithm is developed for the computation\ud of reduced-bias parameter estimates in regular statistical models through\ud adjustments to the score function. The algorithm unifies and provides appealing new interpretation for iterative methods that have been published\ud previously for some specific model classes. The new algorithm can usefully be viewed as a series of iterative bias corrections, thus facilitating the\ud adjusted score approach to bias reduction in any model for which the first-\ud order bias of the maximum likelihood estimator has already been derived.\ud The method is tested by application to a logit-linear multiple regression\ud model with beta-distributed responses; the results confirm the effectiveness\ud of the new algorithm, and also reveal some important errors in the existing\ud literature on beta regression

Topics:
QA

Publisher: Institute of Mathematical Statistics

Year: 2010

OAI identifier:
oai:wrap.warwick.ac.uk:4341

Provided by:
Warwick Research Archives Portal Repository

- (2006). A better lemon squeezer? Maximum-likelihood regression with beta-distributed dependent variables.
- (1968). A general deﬁnition of residuals (with discussion).
- (2002). A modiﬁed score function estimator for multinomial logistic regression in small samples.
- (2005). A solution to separation in binary response models.
- (2004). A solution to the problem of monotone likelihood in Cox regression.
- (2002). A solution to the problem of separation in logistic regression.
- (2004). Beta regression for modelling rates and proportions.
- (2010). Beta regression in R.
- (1997). Bias correction for a class of multivariate nonlinear regression models.
- (1998). Bias correction for censored data with exponential lifetimes.
- (1995). Bias correction in generalised linear mixed models with a single component of dispersion.
- (1996). Bias correction in generalized linear mixed models with multiple components of dispersion.
- (1991). Bias correction in generalized linear models.
- (2008). Bias correction in generalized nonlinear models with dispersion covariates.
- (1983). Bias correction in maximum likelihood logistic regression.
- (1986). Bias in nonlinear regression.
- (2006). Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions.
- (2009). Bias reduction in exponential family nonlinear models.
- (1993). Bias reduction of maximum likelihood estimates.
- (1992). Bias reduction, the Jeﬀreys prior
- (2008). Core Team
- (1975). Deﬁning the curvature of a statistical problem (with applications to second order eﬃciency) (with discussion).
- (1956). Estimate gasoline yields from crudes.
- (2010). Improved estimators for a general class of beta regression models.
- (2006). Improved point and interval estimation for a beta regression model.
- (1995). Likelihood-based methods for bias reduction in limiting dilution assays.
- (2009). On iterative adjustment of responses for the reduction of bias in binary regression models.
- (1984). On the existence of maximum likelihood estimates in logistic regression models.
- (1997). Principles of Statistical Inference: From a Neo-Fisherian Perspective. London: World Scientiﬁc.
- (1987). Tensor Methods in Statistics. London: Chapman and Hall.
- (1985). The eﬀect of bias, variance estimation, skewness and kurtosis of the empirical logit on weighted least squares analyses.
- (1974). Theoretical Statistics.

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.