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最大似然逻辑回归中的偏差校正

Bias correction in maximum likelihood logistic regression.

作者信息

Schaefer R L

出版信息

Stat Med. 1983 Jan-Mar;2(1):71-8. doi: 10.1002/sim.4780020108.

DOI:10.1002/sim.4780020108
PMID:6648121
Abstract

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.

摘要

本文给出了一个用于小样本量的最大似然逻辑回归估计偏差的表达式。这种偏差校正基于最大似然方程的展开。模拟结果表明，这些校正在小样本中非常有效。

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