On bias reduction and incidental parameters

• 成果类型: Article
• 署名作者: Lunardon, N.
• 署名单位: University of Milano-Bicocca
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asx079
• 发表日期: 2018
• 页码: 233238
• 关键词: approximate conditional inference; profile likelihoods; models; adjustment

摘要

Firth (1993) introduced a method for reducing the bias of the maximum likelihood estimator. Here it is shown that the approach is also effective in reducing the sensitivity of inferential procedures to incidental parameters.