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Multinomial logit bias reduction via Poisson log-linear model
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Kosmidis, Ioannis and Firth, David (2011) Multinomial logit bias reduction via Poisson log-linear model. Biometrika, 98 (3). pp. 755-759. doi:10.1093/biomet/asr026
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Official URL: http://dx.doi.org/10.1093/biomet/asr026
Abstract
For the parameters of a multinomial logistic regression, it is shown how to obtain the bias-reducing penalized maximum likelihood estimator by using the equivalent Poisson log-linear model. The calculation needed is not simply an application of the Jeffreys prior penalty to the Poisson model. The development allows a simple and computationally efficient implementation of the reduced-bias estimator, using standard software for generalized linear models.
| Item Type: | Journal Article | ||||||
|---|---|---|---|---|---|---|---|
| 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 | ||||||
| Journal or Publication Title: | Biometrika | ||||||
| Publisher: | Biometrika Trust | ||||||
| Place of Publication: | Coventry | ||||||
| ISSN: | 0006-3444 | ||||||
| Official Date: | September 2011 | ||||||
| Dates: |
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| Volume: | 98 | ||||||
| Number: | 3 | ||||||
| Number of Pages: | 4 | ||||||
| Page Range: | pp. 755-759 | ||||||
| DOI: | 10.1093/biomet/asr026 | ||||||
| Status: | Not Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||
| Funder: | Engineering and Physical Sciences Research Council (EPSRC) | ||||||
| Version or Related Resource: | Kosmidis, I. and Firth, D. (2010). Multinomial logit bias reduction via Poisson log-linear model. [Coventry] : University of Warwick. Centre for Research in Statistical Methodology. (Working papers, no.10-18). | ||||||
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Multinomial logit bias reduction via Poisson log-linear model. (deposited 13 Jun 2011 15:55)
- Multinomial logit bias reduction via Poisson log-linear model. (deposited 12 Oct 2011 16:22) [Currently Displayed]
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