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Minimum phi-divergence estimator in logistic regression models

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Pardo Llorente, Julio Ángel and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2006) Minimum phi-divergence estimator in logistic regression models. Statistical Papers, 47 (1). pp. 91-108. ISSN 0932-5026

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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.


Item Type:Article
Uncontrolled Keywords:Logistic regression model, Minimum C-divergence estimator, Monte Carlo simulation, Newton-Raphson method.
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17492
Deposited On:20 Dec 2012 10:57
Last Modified:12 Dec 2018 16:28

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