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Testing in logistic regression models based on phi-divergences measures

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Pardo Llorente, Julio Ángel and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2006) Testing in logistic regression models based on phi-divergences measures. Journal of Statistical Planning and Inference, 136 (3). pp. 982-1006. ISSN 0378-3758

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Official URL: http://www.sciencedirect.com/science/article/pii/S0378375804003441


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Abstract

In this paper, we consider inference based on very general divergence measures under assumptions of a logistic regression model. We use the minimum phi-divergence estimator in a phi-divergence statistic, which is the basis of some new statistics, for solving the classical problems of testing in a logistic regression model. A diagnostic analysis is developed based on the new estimators and test statistics.


Item Type:Article
Uncontrolled Keywords:Logistic regression model; phi-divergence measure; Goodness-of-fit tests; Model diagnostics
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17476
Deposited On:18 Dec 2012 09:26
Last Modified:12 Dec 2018 16:30

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