From unbiased linear estimating equations to unbiased estimators

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We suggest in this paper bias correction and prevention measures for the estimator defined as a solution to an unbiased linear estimating equation. A new formula for the exact bias of this estimator is presented and is expressed as a convergent sequence. Feasible exact bias correction based on the formula is computationally straightforward. Connections to Firth's (1993) device of bias prevention are drawn. The primary application is to the first-order autoregression model.

Original languageEnglish
Pages (from-to)244-250
Number of pages7
Issue number1
StatePublished - 1998
Externally publishedYes


  • Autoregression
  • Bias correction
  • Bias prevention
  • Estimating equation
  • Firth's formula


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