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Multinomial logit bias reduction via Poisson log-linear model
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Kosmidis, Ioannis and Firth, David (2010) Multinomial logit bias reduction via Poisson log-linear model. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.18).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
It is shown how to obtain the bias-reducing penalized maximum likelihood estimator for
the parameters of a multinomial logistic regression by using the equivalent Poisson log-linear
model. This allows a simple and computationally efficient implementation of the reduced-bias
estimator, using standard software for generalized linear models.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Parameter estimation | ||||
Series Name: | Working papers | ||||
Publisher: | University of Warwick. Centre for Research in Statistical Methodology | ||||
Place of Publication: | Coventry | ||||
Official Date: | September 2010 | ||||
Dates: |
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Volume: | Vol.2010 | ||||
Number: | No.18 | ||||
Number of Pages: | 4 | ||||
Institution: | University of Warwick | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
Adapted As: | Kosmidis, I. and Firth, D. (2011). Multinomial logit bias reduction via Poisson log-linear model. Biometrika, 98(3), pp. 755-759. | ||||
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