Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model

被引：4

作者：

Menendez, M. L. ^{[1
]}

Pardo, L. ^{[2
]}

Pardo, M. C. ^{[2
]}

机构：

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

[2] Univ Complutense Madrid, Dept Stat & ORI, Madrid, Spain

来源：

STATISTICAL PAPERS | 2009年 / 50卷 / 02期

关键词：

Logistic regression model; Phi-divergence test statistics; Minimum phi-divergence estimator; General linear hypotheses; Preliminary phi-divergence test estimator;

D O I：

10.1007/s00362-007-0078-z

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：

The problem of estimation of the parameters in a logistic regression model is considered under multicollinearity situation when it is suspected that the parameter of the logistic regression model may be restricted to a subspace. We study the properties of the preliminary test based on the minimum phi-divergence estimator as well as in the phi-divergence test statistic. The minimum phi-divergence estimator is a natural extension of the maximum likelihood estimator and the phi-divergence test statistics is a family of the test statistics for testing the hypothesis that the regression coefficients may be restricted to a subspace.

引用

页码：277 / 300

页数：24

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