Document Detail


Reducing Bias and Mean Squared Error Associated With Regression-Based Odds Ratio Estimators.
MedLine Citation:
PMID:  22962519     Owner:  NLM     Status:  Publisher    
Abstract/OtherAbstract:
Ratio estimators of effect are ordinarily obtained by exponentiating maximum-likelihood estimators (MLEs) of log-linear or logistic regression coefficients. These estimators can display marked positive finite-sample bias, however. We propose a simple correction that removes a substantial portion of the bias due to exponentiation. By combining this correction with bias correction on the log scale, we demonstrate that one achieves complete removal of second-order bias in odds ratio estimators in important special cases. We show how this approach extends to address bias in odds or risk ratio estimators in many common regression settings. We also propose a class of estimators that provide reduced mean bias and squared error, while allowing the investigator to control the risk of underestimating the true ratio parameter. We present simulation studies in which the proposed estimators are shown to exhibit considerable reduction in bias, variance, and mean squared error compared to MLEs. Bootstrapping provides further improvement, including narrower confidence intervals without sacrificing coverage.
Authors:
Robert H Lyles; Ying Guo; Sander Greenland
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Publication Detail:
Type:  JOURNAL ARTICLE    
Journal Detail:
Title:  Journal of statistical planning and inference     Volume:  142     ISSN:  0378-3758     ISO Abbreviation:  J Stat Plan Inference     Publication Date:  2012 Dec 
Date Detail:
Created Date:  2012-9-10     Completed Date:  -     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101250629     Medline TA:  J Stat Plan Inference     Country:  -    
Other Details:
Languages:  ENG     Pagination:  3235-3241     Citation Subset:  -    
Affiliation:
Department of Biostatistics and Bioinformatics, The Rollins School of Public Health of Emory University, 1518 Clifton Rd. N.E., Atlanta, GA 30322 phone: 404-727-1310; fax: 404-727-1370.
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