关于偏差减少与附带参数

On bias reduction and incidental parameters

Biometrika · 2017
被引 8
ABS 4

中文导读

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。

Abstract

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.

计量经济学统计学最大似然估计