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Median bias reduction in cumulative link models

by   Euloge Clovis Kenne Pagui, et al.
Università di Padova
Universita Degli Studi Di Udine

This paper presents a novel estimation approach for cumulative link models, based on median bias reduction as developed in Kenne Pagui et al. (2017). The median bias reduced estimator is obtained as solution of an estimating equation based on an adjustment of the score. It allows to obtain higher-order median centering of maximum likelihood estimates without requiring their finiteness. Moreover, the estimator is equivariant under componentwise monotone reparameterizations and the method is effective in preventing boundary estimates. We evaluate the properties of the median bias reduced estimator through simulation studies and compare it with the two main competitors, the maximum likelihood and the mean bias reduced (Firth, 1993) estimators. Finally, we show an application where the proposed estimator is able to solve the boundary estimates problem.


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