Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation

Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
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最大似然估计中的Logistic判别和偏差校正

DOI:
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发表时间:
1979
期刊:
影响因子:
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通讯作者:
S. C. Richardson
S. C. Richardson
中科院分区:
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文献类型:
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作者:
J. Anderson;S. C. Richardson

文献摘要

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Logistic判别参数的最大似然估计在小样本中显示出相当大的偏差,通过使用对数似然的高阶导数进行偏差校正的调整在模拟研究中被证明是有效的。该过程中说明了一个医疗诊断问题。
Maximum likelihood estimates of the parameters for logistic discrimination show considerable bias in small samples, Adjustment by a bias correction using higher derivatives of the log likelihood is shown to be effective in a simulation study. The procedure is illustrated in a medical diagnosis problem.