Impacto
Downloads
Downloads per month over past year
Pardo Llorente, Julio Ángel and Pardo Llorente, María del Carmen (2008) Minimum phi-divergence estimator and phi-divergence statistics in generalized linear models with binary data. Methodology and computing in applied probability, 10 (3). pp. 357-379. ISSN 1387-5841
![]() |
PDF
Restringido a Repository staff only 518kB |
Official URL: http://www.springerlink.com/content/l879687n443x6592/fulltext.pdf
Abstract
In this paper, we assume that the data are distributed according to a binomial distribution whose probabilities follow a generalized linear model. To fit the data the minimum phi-divergence estimator is studied as a generalization of the maximum likelihood estimator. We use the minimum phi-divergence estimator, which is the basis of some new statistics, for solving the problems of testing in a generalized linear model with binary data. A wide simulation study is carried out for studying the behavior of the new family of estimators as well as of the new family of test statistics.
Item Type: | Article |
---|---|
Uncontrolled Keywords: | generalized linear model; chi-squared distribution; binomial distribution; phi-divergence measure; nested sequence |
Subjects: | Sciences > Mathematics > Mathematical statistics |
ID Code: | 17324 |
Deposited On: | 05 Dec 2012 09:35 |
Last Modified: | 12 Dec 2018 16:35 |
Origin of downloads
Repository Staff Only: item control page