Minimum phi-divergence estimators for multinomial logistic regression with complex sample design

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作者
Elena Castilla
Nirian Martín
Leandro Pardo
机构
[1] Complutense University of Madrid,Department of Statistics and Operations Research
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关键词
Design effect; Cluster sampling; Pseudo-likelihood; Sample weight; 62F12; 62J12;
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摘要
This article develops the theoretical framework needed to study the multinomial regression model for complex sample design with pseudo-minimum phi-divergence estimators. The numerical example and the simulation study propose new estimators for the parameter of the logistic regression with overdispersed multinomial distributions for the response variables, the pseudo-minimum Cressie–Read divergence estimators, as well as new estimators for the intra-cluster correlation coefficient. The simulation study shows that the Binder’s method for the intra-cluster correlation coefficient exhibits an excellent performance when the pseudo-minimum Cressie–Read divergence estimator, with λ=23\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda =\frac{2}{3}$$\end{document}, is plugged.
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页码:381 / 411
页数:30
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