论文标题
有效实施中位偏差减少,并应用通用回归模型
Efficient implementation of median bias reduction with applications to general regression models
论文作者
论文摘要
在许多常规的统计模型中,中位偏差减少(Kenne Pagui等,2017)已被证明是最大可能性的值得注意的改进,替代平均偏置降低。获得估计量作为修改分数方程的解决方案,以确保比最大似然估计量更小的渐近中位数偏差。本文为一般常规模型提供了简化的调整项的代数形式。借助新公式,估计过程通过避免多个求和,从而可以有效地实施,从而从相当大的计算中受益。更重要的是,新的配方可以突出显示如何通过在平均偏置减少调整中添加额外的术语来获得中值偏差调整。插图是通过将中位偏差减少到不属于广义线性模型类别,扩展Beta回归和β-二项式回归的两个回归模型的新应用提供的。此处还为后一种模型提供了平均偏差减少。仿真研究表明,中位偏差降低估计值的偏置中位数为中间,而相关置信区间的可变性和覆盖范围与平均偏差减少的估计值相当。此外,β-二元模型的经验结果表明,该方法成功地解决了最大似然边界估计问题。
In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a modified score equation ensuring smaller asymptotic median bias than the maximum likelihood estimator. This paper provides a simplified algebraic form of the adjustment term for general regular models. With the new formula, the estimation procedure benefits from a considerable computational gain by avoiding multiple summations and thus allows an efficient implementation. More importantly, the new formulation allows to highlight how the median bias reduction adjustment can be obtained by adding an extra term to the mean bias reduction adjustment. Illustrations are provided through new applications of median bias reduction to two regression models not belonging to the generalized linear models class, extended beta regression and beta-binomial regression. Mean bias reduction is also provided here for the latter model. Simulation studies show remarkable componentwise median centering of the median bias reduced estimator, while variability and coverage of related confidence intervals are comparable with those of mean bias reduction. Moreover, empirical results for the beta-binomial model show that the method is successful in solving maximum likelihood boundary estimate problem.