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A jackknife maximum likelihood estimator for the probit model


  • Sunil Sapra


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.

Suggested Citation

  • Sunil Sapra, 2002. "A jackknife maximum likelihood estimator for the probit model," Applied Economics Letters, Taylor & Francis Journals, vol. 9(2), pages 73-74.
  • Handle: RePEc:taf:apeclt:v:9:y:2002:i:2:p:73-74
    DOI: 10.1080/13504850110050683

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    Cited by:

    1. Reed, W. Robert & Webb, Rachel S., 2011. "Estimating standard errors for the Parks model: Can jackknifing help?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 5, pages 1-14.

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