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David E Giles and Hui Feng
''Reducing the bias of the maximum likelihood estimator for the Poisson regression model''
( 2011, Vol. 31 No.4 )
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
JEL: C1 - Econometric and Statistical Methods: General
C2 - Single Equation Models; Single Variables: General
Manuscript Received : Dec 31 2010 Manuscript Accepted : Oct 18 2011

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