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Phi-divergence statistics for testing linear hypotheses in logistic regression models

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Menéndez Calleja, María Luisa y Pardo Llorente, Julio Ángel y Pardo Llorente, Leandro (2008) Phi-divergence statistics for testing linear hypotheses in logistic regression models. Communications in statistics.Theory and methods, 37 (4). pp. 494-507. ISSN 0361-0926

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URL Oficial: http://www.tandfonline.com/doi/pdf/10.1080/03610920701669710


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Resumen

In this paper we introduce and study two new families of statistics for the problem of testing linear combinations of the parameters in logistic regression models. These families are based on the phi-divergence measures. One of them includes the classical likelihood ratio statistic and the other the classical Pearson's statistic for this problem. It is interesting to note that the vector of unknown parameters, in the two new families of phi-divergence statistics considered in this paper, is estimated using the minimum phi-divergence estimator instead of the maximum likelihood estimator. Minimum phi-divergence estimators are a natural extension of the maximum likelihood estimator.


Tipo de documento:Artículo
Palabras clave:General linear hypotheses; Logistic regression model; Minimum phidivergence estimator; Phi-divergence statistic
Materias:Ciencias > Matemáticas > Estadística matemática
Código ID:17325
Depositado:05 Dic 2012 09:33
Última Modificación:07 Feb 2014 09:45

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