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Pardo Llorente, Julio Ángel and Pardo Llorente, María del Carmen
(2008)
*Minimum phi-divergence estimator and phi-divergence statistics in generalized linear models with binary data.*
Methodology and computing in applied probability, 10
(3).
pp. 357-379.
ISSN 1387-5841

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Official URL: http://www.springerlink.com/content/l879687n443x6592/fulltext.pdf

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## Abstract

In this paper, we assume that the data are distributed according to a binomial distribution whose probabilities follow a generalized linear model. To fit the data the minimum phi-divergence estimator is studied as a generalization of the maximum likelihood estimator. We use the minimum phi-divergence estimator, which is the basis of some new statistics, for solving the problems of testing in a generalized linear model with binary data. A wide simulation study is carried out for studying the behavior of the new family of estimators as well as of the new family of test statistics.

Item Type: | Article |
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Uncontrolled Keywords: | generalized linear model; chi-squared distribution; binomial distribution; phi-divergence measure; nested sequence |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 17324 |

Deposited On: | 05 Dec 2012 09:35 |

Last Modified: | 12 Dec 2018 16:35 |

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