Reducing the bias of the maximum likelihood estimator for the Poisson regression model

David Giles and Hui Feng ()
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Hui Feng: Department of Economics, Business and Mathematics, King's University College, UWO

Economics Bulletin, 2011, vol. 31, issue 4, 2933-2943

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 three illustrative empirical applications.

Keywords: Poisson regression; maximum likelihood estimation; bias reduction (search for similar items in EconPapers)
JEL-codes: C1 C2 (search for similar items in EconPapers)
Date: 2011-10-18
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Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-10-00813

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