Median Unbiased Estimation for Binary Data

This article compares the accuracy of the median unbiased estimator with that of the maximum likelihood estimator for a logistic regression model with two binary covariates.The former estimator is shown to be uniformly more accurate than the latter for small to moderately large sample sizes and a broad range of parameter values.In view of the recently developed efficient algorithms for generating exact distributions of sufficient statistics in binary-data problems, these results call for a serious consideration of median unbiased estimation as an alternative to maximum likelihood estimation, especially when the sample size is not large, or when the data structure is sparse.