School of Mathematical Sciences

The reduction of bias in GLMs with emphasis on models with categorical responses menu

The reduction of bias in GLMs with emphasis on models with categorical responses

Speaker: 
Ioannis Kosmidis
Department of StatisticsThe University of Warwick
Date/Time: 
Thu, 06/05/2010 - 17:30
Room: 
M203
Seminar series: 

For estimation in exponential family models, Kosmidis & Firth (2009, Biometrika) show
how the bias of the maximum likelihood estimator may be reduced by appropriate adjustments
to the efficient score function. In this presentation the main results of that study are
discussed, complemented by recent work on the easy implementation and the beneficial
side-effects that bias reduction can have in the estimation of some well-used generalised
linear models for categorical responses. The construction of confidence intervals to
accompany the bias-reduced estimates is discussed.