Theory & Methods: Second-order biases of the maximum likelihood estimates in von Mises regression models

• Published in: Australian & New Zealand journal of statistics Vol. 41; no. 2; pp. 189 - 198
• Main Authors: Cordeiro, Gauss M., Vasconcellos, Klaus L.P.
• Format: Journal Article
• Language: English
• Published: Oxford, UK and Boston, USA Blackwell Publishers Ltd 01.06.1999
• Subjects: bias correction; generalized linear models; iteratively reweighted least squares; maximum likelihood estimate; von Mises regression model
• ISSN: 1369-1473; 1467-842X
• DOI: 10.1111/1467-842X.00073

This paper discusses issues related to the improvement of maximum likelihood estimates in von Mises regression models. It obtains general matrix expressions for the second‐order biases of maximum likelihood estimates of the mean parameters and concentration parameters. The formulae are simple to compute, and give the biases by means of weighted linear regressions. Simulation results are presented assessing the performance of corrected maximum likelihood estimates in these models.