Bias corrected maximum likelihood estimator under the Generalized Linear Model for a binary variable
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Park, Mingue | - |
dc.contributor.author | Choi, Boseung | - |
dc.date.accessioned | 2021-09-09T16:21:15Z | - |
dc.date.available | 2021-09-09T16:21:15Z | - |
dc.date.created | 2021-06-15 | - |
dc.date.issued | 2008 | - |
dc.identifier.issn | 0361-0918 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/125493 | - |
dc.description.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. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | TAYLOR & FRANCIS INC | - |
dc.title | Bias corrected maximum likelihood estimator under the Generalized Linear Model for a binary variable | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Park, Mingue | - |
dc.identifier.doi | 10.1080/03610910802063772 | - |
dc.identifier.scopusid | 2-s2.0-52649126190 | - |
dc.identifier.wosid | 000259365500003 | - |
dc.identifier.bibliographicCitation | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v.37, no.8, pp.1507 - 1514 | - |
dc.relation.isPartOf | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | - |
dc.citation.title | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | - |
dc.citation.volume | 37 | - |
dc.citation.number | 8 | - |
dc.citation.startPage | 1507 | - |
dc.citation.endPage | 1514 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordAuthor | bias | - |
dc.subject.keywordAuthor | likelihood equation | - |
dc.subject.keywordAuthor | log likelihood function | - |
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