Reducing the bias of the maximum likelihood estimator for 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 three illustrative empirical applications.

MoreLess

Year of publication:	2011
Authors:	Giles, David E ; Feng, Hui
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 31.2011, 4, p. 2933-2943
Publisher:	AccessEcon
Subject:	Poisson regression \| maximum likelihood estimation \| bias reduction

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009324131