Bias Corrected Maximum Likelihood Estimator Under the Generalized Linear Model for a Binary Variable |
| |
Authors: | Mingue Park Boseung Choi |
| |
Affiliation: | 1. Department of Statistics , Korea University , Seoul, South Korea mpark2@korea.ac.kr;3. Department of Statistics , Korea University , Seoul, South Korea |
| |
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. |
| |
Keywords: | Bias Likelihood equation Log likelihood function |
|
|