Stein-type estimation in logistic regression models based on minimum φ-divergence estimators

被引：0

作者：

Menendez, M. L. ^{[2
]}

Pardo, L. ^{[1
]}

Pardo, M. C. ^{[1
]}

机构：

[1] Univ Complutense Madrid, Dept Stat & ORI, E-28040 Madrid, Spain

[2] Tech Univ Madrid, ETSAM, Dept Appl Math, Madrid, Spain

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2009年 / 38卷 / 01期

关键词：

Logistic regression model; Phi-divergence test statistics; Minimum phi-divergence estimator; General linear hypotheses; Stein-type estimation;

D O I：

10.1016/j.jkss.2008.07.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we present a study of Stein-type estimators for the unknown parameters in logistic regression models when it is suspected that the parameters may be restricted to a subspace of the parameter space. The Stein-type estimators studied are based on the minimum phi-divergence estimator instead on the maximum likelihood estimator as well as on phi-divergence test statistics. (C) 2008 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：73 / 86

页数：14

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