Publication: Minimum phi-divergence estimator in logistic regression models
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Publication Date
2006-01
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Springer Verlag
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Abstract
A general class of minimum distance estimators for logistic regression models based on the phi- divergence measures is introduced: The minimum phi- divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as its behaviour in small samples through a simulation study.
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