Multinomial logit bias reduction via the Poisson log-linear model

Kosmidis, I. and Firth, D. (2011) Multinomial logit bias reduction via the Poisson log-linear model. Biometrika, 98 (3). pp. 755-759. ISSN 0006-3444

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Official URL: http://biomet.oxfordjournals.org/content/early/201...

Abstract

For the parameters of a multinomial logistic regression, it is shown how to obtain the bias-reducing penalized maximum likelihood estimator by using the equivalent Poisson log-linear model. The calculation needed is not simply an application of the Jeffreys prior penalty to the Poisson model. The development allows a simple and computationally efficient implementation of the reduced-bias estimator, using standard software for generalized linear models.

Item Type:Article
Subjects:5. Quantitative Data Handling and Data Analysis > 5.5 Regression Methods
ID Code:2081
Deposited By: L-W-S user
Deposited On:20 Feb 2012 15:09
Last Modified:20 Feb 2012 15:09

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