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Phi-divergences and polytomous logistic regression models: An overview

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2007-11-01
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Elsevier Science BV.
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In this paper we assume that the categorical data are distributed according to a multinomial distribution whose probabilities follow a polytomous logistic regression model and we present some inferential results based on minimum phi-divergence estimators as well as phi-divergence test statistics.
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Special Issue: In Celebration of the Centennial of The Birth of Samarendra Nath Roy (1906-1964)
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Andersen, E.B., 1994. The Statistical Analysis of Categorical Data. Springer, NewYork. Cressie, N., Pardo, L., Pardo, M.C., 2003. Size and power considerations for testing loglinear models using phi-divergence test statistics. Statist. Sinica 13, 550–570. Gupta, A.K., Kasturiratna, D., Nguyen, T., Pardo, L., 2006a. Anewfamily of BANestimators in politomous regression models based on phi-divergence measures. Statist. Meth. Appl. 15 (2), 159–176. Gupta, A.K., Nguyen, T., Pardo, L., 2006b. Some inference procedures in polytomous logistic regression models based on phi-divergences measures. Math. Methods Statist. 15 (3), 269–288. Gupta, A.K., Nguyen, T., Pardo, L., 2007. Residual for polytomous logistic regression models based on phi-divergences test statistics. Statistics, in press. Lesaffre, E., Albert, A., 1989. Multiple-group logistic regression diagnostic. Appl. Statist. 38, 425–440. Liu, A., Agresti, A., 2005. The analysis of categorical data: an overview and a survey of recent developments. Test 14 (1), 1–74. Pardo, J.A., Pardo, L., Zografos, K., 2002. Minimum phi-divergence estimator with constraints in multinomial populations. J. Statist. Plann. Inference 104, 221–237. Pardo, J.A., Pardo, L., Pardo, M.C., 2005. Minimum phi-divergence estimator in logistic regression model. Statist. Papers 47, 91–108. Pardo, J.A., Pardo, L., Pardo, M.C., 2006. Testing in logistic regression models based on phi-divergence measures. J. Statist. Plann. Inference 136, 982–1006. Pardo, L., 2006. Statistical Inference Based on Divergence Measures. Statistics: Textbooks and Monographs. Chapman & Hall, CRC, NewYork.
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