A modified score function estimator for multinomial logistic regression in small samples.

DOI10.1016/S0167-9473(01)00048-2zbMath1119.62344OpenAlexW2160558412MaRDI QIDQ1608625

Carmen Mak, Celia M. T. Greenwood, Shelley B. Bull

Publication date: 8 August 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00048-2

zbMATH Keywords

Asymptotic biasJeffreys' priorOdds ratioBias reductionSparse dataContinuous covariateBayesian estimatesInfinite estimatesPolychotomous logistic regressionPolytomous logistic regression

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items

A Multimodal Multilevel Neuroimaging Model for Investigating Brain Connectome Development ⋮ Asymptotic properties of a double penalized maximum likelihood estimator in logistic regres\-sion ⋮ Dealing with separation or near-to-separation in the model for multinomial response with application to childhood health seeking behavior data from a complex survey ⋮ Model choice problems using approximate Bayesian computation with applications to pathogen transmission data sets ⋮ Comparison of penalized logistic regression models for rare event case ⋮ Logistic biplot for nominal data ⋮ Improved estimators in beta prime regression models ⋮ A generic algorithm for reducing bias in parametric estimation ⋮ Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables ⋮ A test for detecting etiologic heterogeneity in epidemiological studies ⋮ Improved estimation in a general multivariate elliptical model ⋮ Mean and median bias reduction in generalized linear models ⋮ Improved Estimation in Cumulative Link Models

Uses Software

• GAUSS
• PROC LOGISTIC
• LogXact

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multinomial response models
• THE ESTIMATION AND SIGNIFICANCE OF THE LOGARITHM OF A RATIO OF FREQUENCIES
• On the existence of maximum likelihood estimates in logistic regression models
• On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models
• Judging Inference Adequacy in Logistic Regression
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• Finite-Sample Properties of Some Old and Some New Estimators of a Common Odds Ratio from Multiple 2 × 2 Tables
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
• Computing Exact Distributions for Polytomous Response Data
• Wald's Test as Applied to Hypotheses in Logit Analysis
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• Small-sample bias and corrections for conditional maximum-likelihood odds-ratio estimators
• Bias reduction of maximum likelihood estimates
• Two-step jackknife bias reduction for logistic regression mles