Saleh, Asma;
(2024)
Reduced bias estimation of the log odds ratio.
Statistical Papers
, 65
(8)
pp. 5293-5331.
10.1007/s00362-024-01593-7.
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Abstract
Analysis of binary matched pairs data is problematic due to infinite maximum likelihood estimates of the log odds ratio and potentially biased estimates, especially for small samples. We propose a penalised version of the log-likelihood function based on adjusted responses which always results in a finite estimator of the log odds ratio. The probability limit of the adjusted log-likelihood estimator is derived and it is shown that in certain settings the maximum likelihood, conditional and modified profile log-likelihood estimators drop out as special cases of the former estimator. We implement indirect inference to the adjusted log-likelihood estimator. It is shown, through a complete enumeration study, that the indirect inference estimator is competitive in terms of bias and variance in comparison to the maximum likelihood, conditional, modified profile log-likelihood and Firth’s penalised log-likelihood estimators.
| Type: | Article |
|---|---|
| Title: | Reduced bias estimation of the log odds ratio |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/s00362-024-01593-7 |
| Publisher version: | https://doi.org/10.1007/s00362-024-01593-7 |
| Language: | English |
| Additional information: | This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/. |
| Keywords: | Bias reduction, Binary matched pairs, Indirect inference, Maximum likelihood, Modified profile likelihood, Adjusted responses |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Division of Psychiatry UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Division of Psychiatry > Epidemiology and Applied Clinical Research |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10209345 |
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