Bias correction for a class of multivariate nonlinear regression models

DOI10.1016/S0167-7152(97)00009-6zbMath0889.62056MaRDI QIDQ1373985

Klaus L. P. Vasconcellos

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

information matrixcovariance matrixmaximum likelihood estimatesbias correctionmultivariate linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (19)

Improved estimators for generalized linear models with dispersion covariates ⋮ on the second-order bias of parameter estimates in nonlinear regression models with studentterrors ⋮ Bias corrected estimates in multivariate student t regression models ⋮ A third-order bias corrected estimate in generalized linear models ⋮ On improved estimation in multivariate Dirichlet regressions ⋮ Analytic bias correction for maximum likelihood estimators when the bias function is non-constant ⋮ Location-adjusted Wald statistics for scalar parameters ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Bias and skewness in a general extreme-value regression model ⋮ Nearly unbiased estimation in a biparametric exponential family ⋮ A generic algorithm for reducing bias in parametric estimation ⋮ Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model ⋮ Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models ⋮ Bias correction in the cox regression model ⋮ Bias correction in a multivariate normal regression model with general parameterization ⋮ Corrected estimates for Studenttregression models with unknown degrees of freedom ⋮ Improved point and interval estimation for a beta regression model ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Using Maple and Mathematica to derive bias corrections for two parameter distributions

Uses Software

• Mathematica

Cites Work

• Seemingly unrelated nonlinear regressions
• Bias correction in ARMA models
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Bias Correction for a Generalized Log-Gamma Regression Model
• Bias in nonlinear regression
• A time series illustration of approximate conditional likelihood
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bias correction for a class of multivariate nonlinear regression models