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Menéndez Calleja, María Luisa and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2008) Preliminary test estimators and phidivergence measures in generalized linear models with binary data. Journal of multivariate analysis, 99 (10). pp. 22652284. ISSN 0047259X

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Official URL: http://www.sciencedirect.com/science/article/pii/S0047259X08000547
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Abstract
We consider the problem of estimation of the parameters in Generalized Linear Models (GLM) with binary data when it is suspected that the parameter vector obeys some exact linear restrictions which are linearly independent with some degree of uncertainty. Based on minimum phidivergence estimation (M phi E), we consider some estimators for the parameters of the GLM: Unrestricted M phi E, restricted M phi E, Preliminary M phi E, Shrinkage M phi E, Shrinkage preliminary M phi E, JamesStein M phi E, Positivepart of SteinRule M phi E and Modified preliminary M phi E. Asymptotic bias as well as risk with a quadratic loss function are studied under contiguous alternative hypotheses. Some discussion about dominance among the estimators studied is presented. Finally, a simulation study is carried out.
Item Type:  Article 

Uncontrolled Keywords:  phidivergence measures; Minimum phidivergence estimator; phidivergence statistics; Preliminary test estimator; Contiguous alternative hypotheses; Asymptotic bias; Asymptotic quadratic risk. 
Subjects:  Sciences > Mathematics > Mathematical statistics 
ID Code:  17532 
Deposited On:  21 Dec 2012 11:28 
Last Modified:  26 Feb 2015 09:10 
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