A Note On Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
A Note On Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
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关于Logistic判别最大似然估计偏差修正的一个注解
DOI：
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发表时间：
1980
期刊：
影响因子：
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通讯作者：
G. McLachlan
中科院分区：
文献类型：
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作者：
G. McLachlan
对Logistic判别参数的最大似然估计值在混合和分离抽样方案下的偏差修正进行了研究。根据混合抽样和基于对数似然的较高导数开发的现有平差被稍作修改，以用于单独抽样。讨论了这种偏差修正对误分率和估计后验概率的抽样性质的影响。
The bias correction to the maximum likelihood extimates of the parameters for logistic discrimination is examined under mixture and separate sampling schemes. An existing adjustment developed under mixture sampling and based on higher derivatives of the log likelihood is modified slightly for use under separate sampling. The effect of this bias correction on the sampling properties of the misclassification rates and of the estimated posterior probabilities is discussed.