A jackknife maximum likelihood estimator for the probit model
The maximum likelihood estimator for the Probit model can be substantially biased in small samples.This paper proposes a bias-corrected jackknife maximum likelihood estimator (JMLE) for the Probit model which corrects bias up to O(1/n-squared) unlike the ordinary MLE which corrects bias up to O(1/n). An application of the JMLE to Spector and Mazzeo (1980) data for analysing the effectiveness of a new method of teaching economics is also presented.
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Volume (Year): 9 (2002)
Issue (Month): 2 ()
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