Reduced bias estimation of the log odds ratio
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-024-01593-7
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- N Lunardon, 2018. "On bias reduction and incidental parameters," Biometrika, Biometrika Trust, vol. 105(1), pages 233-238.
- N. Sartori, 2003. "Modified profile likelihoods in models with stratum nuisance parameters," Biometrika, Biometrika Trust, vol. 90(3), pages 533-549, September.
- Ken Butler & Michael A. Stephens, 2017. "The Distribution of a Sum of Independent Binomial Random Variables," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 557-571, June.
- Ioannis Kosmidis & David Firth, 2021. "Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models," Biometrika, Biometrika Trust, vol. 108(1), pages 71-82.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021.
"Predicting individual effects in fixed effects panel probit models,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1109-1145, July.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting Individual Effects in Fixed Effects Panel Probit Models," SoDa Laboratories Working Paper Series 2021-05, Monash University, SoDa Laboratories.
- Kunz, J.S.; & Staub, K.E.; & Winkelmann, R.;, 2018.
"Predicting fixed effects in panel probit models,"
Health, Econometrics and Data Group (HEDG) Working Papers
18/23, HEDG, c/o Department of Economics, University of York.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2019. "Predicting fixed effects in panel probit models," Monash Economics Working Papers 10-19, Monash University, Department of Economics.
- repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009.
"Nuisance parameters, composite likelihoods and a panel of GARCH models,"
Economics Papers
2009-W12, Economics Group, Nuffield College, University of Oxford.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," OFRC Working Papers Series 2009fe03, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021.
"Fitting Vast Dimensional Time-Varying Covariance Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Giuliana Cortese & Nicola Sartori, 2016. "Integrated likelihoods in parametric survival models for highly clustered censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 382-404, July.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
- repec:exl:29stat:v:20:y:2019:i:3:p:1-30 is not listed on IDEAS
- Rigon, Tommaso & Aliverti, Emanuele, 2023. "Conjugate priors and bias reduction for logistic regression models," Statistics & Probability Letters, Elsevier, vol. 202(C).
- Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Nov 2024.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- Koen Jochmans, 2018.
"Semiparametric Analysis of Network Formation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 705-713, October.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers Main hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," SciencePo Working papers hal-03393207, HAL.
- Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
Sciences Po publications
info:hdl:2441/323dml6suu9, Sciences Po.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers hal-03460016, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Jochmans, Koen & Weidner, Martin, 2024.
"Inference On A Distribution From Noisy Draws,"
Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Narayanan, Santhanakrishnan & Antoniou, Constantinos, 2023. "Shared mobility services towards Mobility as a Service (MaaS): What, who and when?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 168(C).
- N. Sartori, 2003. "A note on likelihood asymptotics in normal linear regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(1), pages 187-195, March.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Sciences Po publications info:hdl:2441/1mc4dip81d9, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
- repec:spo:wpecon:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/dpido2upv86tqc7td18fd2mna is not listed on IDEAS
- Quentin Clairon & Chloé Pasin & Irene Balelli & Rodolphe Thiébaut & Mélanie Prague, 2024. "Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach," Computational Statistics, Springer, vol. 39(6), pages 2975-3005, September.
- Yanbo Tang & Nancy Reid, 2020. "Modified likelihood root in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(5), pages 1349-1369, December.
- repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
- Nitis Mukhopadhyay & Sudeep R. Bapat, 2019. "Renewed Looks at the Distribution of a Sum of Independent or Dependent Discrete Random Variables and Related Problems," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 853-873, September.
More about this item
Keywords
Bias reduction; Binary matched pairs; Indirect inference; Maximum likelihood; Modified profile likelihood; Adjusted responses;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01593-7. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.