On bias reduction and incidental parameters
本文证明Firth(1993)提出的减少最大似然估计偏差的方法,也能有效降低推断过程对附带参数的敏感性。
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.