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Bias correction in maximum likelihood logistic regression
Author(s) -
Schaefer Robert L.
Publication year - 1983
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780020108
Subject(s) - logistic regression , statistics , maximum likelihood , restricted maximum likelihood , maximum likelihood sequence estimation , mathematics , sample size determination , regression analysis , regression , econometrics
This paper provides an expression for bias of the maximum likelihood logistic regression estimates for use with small sample sizes. This bias correction is based on an expansion of the maximum likelihood equation. Simulation results show these corrections to be highly effective in small samples.