Almost Unbiased Estimation of the Poisson Regression Model

David Giles and Hui Feng (hfeng8@uwo.ca)
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Hui Feng: Department of Economics, Business & Mathematics, King's College, University of Western Ontario, https://www.kings.uwo.ca/academics/school-of-management-economics-and-mathematics/economics-and-finance/

No 909, Econometrics Working Papers from Department of Economics, University of Victoria

Abstract: We derive expressions for the first-order bias of the MLE for a Poisson regression model and show how these can be used to adjust the estimator and reduce bias without increasing MSE. The analytic results are supported by Monte Carlo simulations and an empirical application.

Keywords: Poisson regression; maximum likelihood estimation; bias reduction (search for similar items in EconPapers)
JEL-codes: C13 C25 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2009-12-23
New Economics Papers: this item is included in nep-ecm
Note: ISSN 1485-6441
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Persistent link: https://EconPapers.repec.org/RePEc:vic:vicewp:0909

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