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Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models

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Menéndez Calleja, María Luisa and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2009) Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models. Journal of Computational and Applied Mathematics, 224 (1). pp. 193-203. ISSN 0377-0427

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Official URL: http://www.sciencedirect.com/science/article/pii/S0377042708001891




Abstract

In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum phi-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate sample sizes.


Item Type:Article
Uncontrolled Keywords:Preliminary test estimator; Asymptotic coverage probability; Minimum phi-divergence estimator; Recentered confidence set
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17503
Deposited On:20 Dec 2012 10:50
Last Modified:26 Feb 2015 09:01

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