DeepAI AI Chat
Log In Sign Up

Efficient implementation of median bias reduction

by   Euloge Clovis Kenne Pagui, et al.
Università di Padova

In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a modified score ensuring smaller asymptotic median bias than the maximum likelihood estimator. This paper provides a simplified algebraic form of the adjustment term. With the new formula, the estimation procedure benefits from a considerable computational gain by avoiding multiple summations and thus allows an efficient implementation for general parametric models. More importantly, the new formulation allows to highlight how the median bias reduction adjustment can be obtained by adding an extra term to the mean bias reduction adjustment. Illustrations are provided through new applications of median bias reduction to extended beta regression and beta-binomial regression. Mean bias reduction is also provided here for the latter model. Simulation studies show remarkable componentwise median centering of the median bias reduced estimator, while dispersion and coverage of related confidence intervals are comparable with those of its main competitors. Moreover, for the beta-binomial model the method is successful in solving the boundary estimate problem.


page 1

page 2

page 3

page 4


Median bias reduction in cumulative link models

This paper presents a novel estimation approach for cumulative link mode...

Estimation of Dirichlet distribution parameters with bias-reducing adjusted score functions

The Dirichlet distribution, also known as multivariate beta, is the most...

Geometry of asymptotic bias reduction of plug-in estimators with adjusted likelihood

A geometric framework to improve a plug-in estimator in terms of asympto...

Mean and median bias reduction: A concise review and application to adjacent-categories logit models

The estimation of categorical response models using bias-reducing adjust...

Accurate inference in negative binomial regression

Negative binomial regression is commonly employed to analyze overdispers...

Mean and median bias reduction in generalized linear models

This paper presents an integrated framework for estimation and inference...

Conditional bias reduction can be dangerous: a key example from sequential analysis

We present a key example from sequential analysis, which illustrates tha...

Code Repositories