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Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model

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Menéndez Calleja, María Luisa and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2009) Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model. Statistical Papers, 50 (2). pp. 277-300. ISSN 0932-5026

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Abstract

The problem of estimation of the parameters in a logistic regression model is considered under multicollinearity situation when it is suspected that the parameter of the logistic regression model may be restricted to a subspace. We study the properties of the preliminary test based on the minimum phi-divergence estimator as well as in the phi-divergence test statistic. The minimum phi-divergence estimator is a natural extension of the maximum likelihood estimator and the phi-divergence test statistics is a family of the test statistics for testing the hypothesis that the regression coefficients may be restricted to a subspace.


Item Type:Article
Uncontrolled Keywords:Logistic regression model; Phi-divergence test statistics; Minimum phi-divergence estimator; General linear hypotheses; Preliminary phi-divergence test estimator
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17499
Deposited On:20 Dec 2012 09:43
Last Modified:26 Jul 2018 07:30

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