Small sample bias correction or bias reduction?

Journal article

Zhang, Xuemao, Paul, Sudhir and Wang, You-Gan. (2021). Small sample bias correction or bias reduction? Communications in Statistics: Simulation and Computation. 50(4), pp. 1165-1177. https://doi.org/10.1080/03610918.2019.1577976
AuthorsZhang, Xuemao, Paul, Sudhir and Wang, You-Gan
Abstract

Many problems in biomedical and other sciences are subject to biased estimates (maximum likelihood or of similar types). In two seminal papers Cox and Snell (Citation1968) and Firth (Citation1993) deal with first order bias of maximum likelihood estimates. Cox and Snell obtain a correction term that corrects, approximately, first order bias and Firth uses an adjustment to the score function; the solution of the estimating equation obtained by solving the adjusted score function to zero, removes the first order bias of the maximum likelihood estimates approximately. In many applications authors use one of these two procedures for bias correction without being aware that the other exists or whether these two procedures are equivalent. In this paper we investigate the equivalence issue of the two methods through theoretical analysis, simulation study and data analysis. We show that the two methods yield either exactly the same estimates or that the preventive method has some edge over the other.

Keywordsbias correction; bias reduction; generalized estimating equations; longitudinal data; marginal model
Year2021
JournalCommunications in Statistics: Simulation and Computation
Journal citation50 (4), pp. 1165-1177
PublisherTaylor & Francis
ISSN0361-0918
Digital Object Identifier (DOI)https://doi.org/10.1080/03610918.2019.1577976
Scopus EID2-s2.0-85062785586
Page range1165-1177
Publisher's version
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All rights reserved
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Controlled
Output statusPublished
Publication dates
Online12 Mar 2019
Publication process dates
Accepted18 Jan 2019
Deposited04 Jul 2023
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Wu, Jiafeng, Wang, Na, Hu, Zhi-Hua, Hong, Zhenjie and Wang, You-Gan. (2019). Incorporating social objectives in evaluating sustainable fisheries harvest strategy. Environmental Modeling and Assessment. 24(4), pp. 381-386. https://doi.org/10.1007/s10666-019-9651-9
Significance tests for analyzing gene expression data with small sample sizes
Ullah, Insha, Paul, Sudhir, Hong, Zhenjie and Wang, You-Gan. (2019). Significance tests for analyzing gene expression data with small sample sizes. Bioinformatics. 35(20), pp. 3996-4003. https://doi.org/10.1093/bioinformatics/btz189
Robust Estimation Using Modified Huber’s Functions With New Tails
Jiang, Yunlu, Wang, You-Gan, Fu, Liya and Wang, Xueqin. (2019). Robust Estimation Using Modified Huber’s Functions With New Tails. Technometrics. 61(1), pp. 111-122. https://doi.org/10.1080/00401706.2018.1470037
Variable selection in rank regression for analyzing longitudinal data
Fu, Liya and Wang, You-Gan. (2018). Variable selection in rank regression for analyzing longitudinal data. Statistical Methods in Medical Research. 27(8), pp. 2447-2458. https://doi.org/10.1177/0962280216681347
Assessing temporal variations of Ammonia Nitrogen concentrations and loads in the Huaihe River Basin in relation to policies on pollution source control
Xu, Jing, Jin, Guangqiu, Tang, Hongwu, Zhang, Pei, Wang, Shen, Wang, You-Gan and Li, Ling. (2018). Assessing temporal variations of Ammonia Nitrogen concentrations and loads in the Huaihe River Basin in relation to policies on pollution source control. Science of the Total Environment. 642, pp. 1386-1395. https://doi.org/10.1016/j.scitotenv.2018.05.395
Genomic prediction of breeding values using a subset of SNPs identified by three machine learning methods
Li, Bo, Zhang, Nanxi, Wang, You-Gan, George, Andrew W., Reverter, Antonio and Li, Yutao. (2018). Genomic prediction of breeding values using a subset of SNPs identified by three machine learning methods. Frontiers in Genetics. 9, p. Article 237. https://doi.org/10.3389/fgene.2018.00237
Dividend growth and equity premium predictability
Zhu, Min, Chen, Rui, Du, Ke and Wang, You-Gan. (2018). Dividend growth and equity premium predictability. International Review of Economics and Finance. 56, pp. 125-137. https://doi.org/10.1016/j.iref.2017.10.020
Robust Regression with Data-Dependent Regularization Parameters and Autoregressive Temporal Correlations
Wang, Na, Wang, You-Gan, Hu, Shuwen, Hu, Zhi-Hua, Xu, Jing, Tang, Hongwu and Jin, Guangqiu. (2018). Robust Regression with Data-Dependent Regularization Parameters and Autoregressive Temporal Correlations. Environmental Modeling and Assessment. 23(6), pp. 779-786. https://doi.org/10.1007/s10666-018-9605-7
Analysis of spatial data with a nested correlation structure
Adegboye, Oyelola, Leung, Denis and Wang, You-Gan. (2018). Analysis of spatial data with a nested correlation structure. Journal of the Royal Statistical Society Series C: Applied Statistics. 67(2), pp. 329-354. https://doi.org/10.1111/rssc.12230
Working correlation structure selection in generalized estimating equations
Fu, Liya, Hao, Yangyang and Wang, You-Gan. (2018). Working correlation structure selection in generalized estimating equations. Computational Statistics. 33(2), pp. 983-996. https://doi.org/10.1007/s00180-018-0800-4
Selection of working correlation structure in generalized estimating equations
Wang, You-Gan and Fu, Liya. (2017). Selection of working correlation structure in generalized estimating equations. Statistics in Medicine. 36(14), pp. 2206-2219. https://doi.org/10.1002/sim.7262
Blockwise AICc for model selection in generalized linear models
Song, Guofeng, Dong, Xiaogang, Wu, Jiafeng and Wang, You-Gan. (2017). Blockwise AICc for model selection in generalized linear models. Environmental Modeling and Assessment. 22(6), pp. 523-533. https://doi.org/10.1007/s10666-017-9552-8
A comment on Koh’s “The optimal design of fallible organizations : Invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”
Zhu, Min, Liu, Chang and Wang, You-Gan. (2017). A comment on Koh’s “The optimal design of fallible organizations : Invariance of optimal decision threshold and uniqueness of hierarchy and polyarchy structures”. Social Choice and Welfare. 48(2), pp. 385-392. https://doi.org/10.1007/s00355-016-1009-5
The Buckley–James estimator and induced smoothing
Wang, You-Gan, Zhao, Yudong and Fu, Liya. (2016). The Buckley–James estimator and induced smoothing. Australian and New Zealand Journal of Statistics. 58(2), pp. 211-225. https://doi.org/10.1111/anzs.12155
Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (penaeus esculentus) in Moreton Bay (Australia) using logbook data
Kienzle, Marco, Sterling, David, Zhou, Shijie and Wang, You-Gan. (2016). Maximum likelihood estimation of natural mortality and quantification of temperature effects on catchability of brown tiger prawn (penaeus esculentus) in Moreton Bay (Australia) using logbook data. Ecological Modelling. 322, pp. 1-9. https://doi.org/10.1016/j.ecolmodel.2015.11.008
Otolith morphology of four mackerel species (Scomberomorus spp.) in Australia : Species differentiation and prediction for fisheries monitoring and assessment
Zischke, Mitchell T., Litherland, Lenore, Tilyard, Benjamin R., Stratford, Nicholas J., Jones, Ebony L. and Wang, You-Gan. (2016). Otolith morphology of four mackerel species (Scomberomorus spp.) in Australia : Species differentiation and prediction for fisheries monitoring and assessment. Fisheries Research. 176, pp. 39-47. https://doi.org/10.1016/j.fishres.2015.12.003
Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
Fu, Liya and Wang, You-Gan. (2016). Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data. Journal of Multivariate Analysis. 143, pp. 492-502. https://doi.org/10.1016/j.jmva.2015.07.004
Mixture of time-dependent growth models with an application to blue swimmer crab length-frequency data
Lloyd-Jones, Luke R., Nguyen, Hien D., McLachlan, Geoffrey J., Sumpton, Wayne and Wang, You-Gan. (2016). Mixture of time-dependent growth models with an application to blue swimmer crab length-frequency data. Biometrics. 72(4), pp. 1255-1265. https://doi.org/10.1111/biom.12531
Movement and growth of the coral reef holothuroids Bohadschia argus and Thelenota ananas
Purcell, Steven W., Piddocke, Toby P., Dalton, Steven J. and Wang, You-Gan. (2016). Movement and growth of the coral reef holothuroids Bohadschia argus and Thelenota ananas. Marine Ecology Progress Series. 551, pp. 201-214. https://doi.org/10.3354/meps11720
Improved confidence intervals for the linkage disequilibrium method for estimating effective population size
Jones, A. T., Ovenden, J. R. and Wang, Y.-G.. (2016). Improved confidence intervals for the linkage disequilibrium method for estimating effective population size. Heredity. 117(4), pp. 217-223. https://doi.org/10.1038/hdy.2016.19