Almost Unbiased Estimation of the Poisson Regression Model

We derive expressions for the first-order bias of the MLE for a Poisson regression model and show how these can be used to adjust the estimator and reduce bias without increasing MSE. The analytic results are supported by Monte Carlo simulations and an empirical application.

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Year of publication:	2009-12-23
Authors:	Giles, David E. ; Feng, Hui
Institutions:	Department of Economics, University of Victoria
Subject:	Poisson regression \| maximum likelihood estimation \| bias reduction

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Extent:	application/pdf
Series:	Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	ISSN 1485-6441 Number 0909 12 pages
Classification:	C13 - Estimation ; C25 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008557105