The Library
Improved estimation in cumulative link models
Tools
Kosmidis, Ioannis (2014) Improved estimation in cumulative link models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 76 (1). pp. 169-196. doi:10.1111/rssb.12025 ISSN 1369-7412.
|
PDF
WRAP-improved-estimation-cumulative-link-models-Kosmidis-2014.pdf - Published Version - Requires a PDF viewer. Available under License Creative Commons Attribution. Download (2399Kb) | Preview |
|
PDF
1204.0105.pdf - Accepted Version Embargoed item. Restricted access to Repository staff only - Requires a PDF viewer. Download (643Kb) |
Official URL: https://doi.org/10.1111/rssb.12025
Abstract
For the estimation of cumulative link models for ordinal data, the bias reducing adjusted score equations of Firth in 1993 are obtained, whose solution ensures an estimator with smaller asymptotic bias than the maximum likelihood estimator. Their form suggests a parameter-dependent adjustment of the multinomial counts, which in turn suggests the solution of the adjusted score equations through iterated maximum likelihood fits on adjusted counts, greatly facilitating implementation. Like the maximum likelihood estimator, the reduced bias estimator is found to respect the invariance properties that make cumulative link models a good choice for the analysis of categorical data. Its additional finiteness and optimal frequentist properties, along with the adequate behaviour of related asymptotic inferential procedures, make the reduced bias estimator attractive as a default choice for practical applications. Furthermore, the estimator proposed enjoys certain shrinkage properties that are defensible from an experimental point of view relating to the nature of ordinal data.
Item Type: | Journal Article | ||||||
---|---|---|---|---|---|---|---|
Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Library of Congress Subject Headings (LCSH): | Mathematical statistics, Estimation theory, Asymptotic efficiencies (Statistics), Parameter estimation | ||||||
Journal or Publication Title: | Journal of the Royal Statistical Society: Series B (Statistical Methodology) | ||||||
Publisher: | Wiley-Blackwell Publishing Ltd. | ||||||
ISSN: | 1369-7412 | ||||||
Official Date: | January 2014 | ||||||
Dates: |
|
||||||
Volume: | 76 | ||||||
Number: | 1 | ||||||
Page Range: | pp. 169-196 | ||||||
DOI: | 10.1111/rssb.12025 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||
Date of first compliant deposit: | 16 February 2018 | ||||||
Date of first compliant Open Access: | 19 February 2018 | ||||||
RIOXX Funder/Project Grant: |
|
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |
Downloads
Downloads per month over past year