For estimation in exponential family models, K. & Firth (2009, Biometrika) show how the bias of the maximum likelihood estimator may be reduced by an appropriate adjustment of the efficient score function. In this presentation some of the results of that study are presented along with a generic algorithm of easy implementation for reducing the bias in parametric estimation in general. Recent work is presented on the beneficial side-effects that bias reduction can have in the estimation of some well-used models with particular emphasis on models for categorical responses, where the reduced-bias estimates turn out being finite irrespectively of the data configuration.
