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A simulation study of a nested sequence of binomial regression models

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Pardo Llorente, Julio Ángel and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2007) A simulation study of a nested sequence of binomial regression models. Statistics, 41 (3). pp. 253-267. ISSN 0233-1888

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Official URL: http://www.tandfonline.com/doi/pdf/10.1080/02331880701223407




Abstract

The inference problem we consider is that of model choice from a nested sequence of binomial regression models. The approach we take is to test successively, from most general to most specific, the corresponding sequence of composite hypotheses. This approach is based on the very general class of divergence measures, the phi-divergence. An approximation to the power function of the new family of test statistics proposed is obtained. An extensive simulation study is carried out by obtaining new test statistics that are a good alternative to the traditional loglikelihood test statistic.


Item Type:Article
Uncontrolled Keywords:binomial regression models; phi-divergence measures; minimum phi-divergence estimator; phi-divergence test statistics
Subjects:Sciences > Mathematics > Probabilities
ID Code:17469
Deposited On:18 Dec 2012 09:21
Last Modified:12 Dec 2018 16:26

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