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Pardo Llorente, Julio Ángel and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2006) Minimum phi-divergence estimator in logistic regression models. Statistical Papers, 47 (1). pp. 91-108. ISSN 0932-5026
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Official URL: http://www.springerlink.com/content/hv6733q0308v37gn/fulltext.pdf
Abstract
A general class of minimum distance estimators for logistic regression models based on the phi- divergence measures is introduced: The minimum phi- divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as its behaviour in small samples through a simulation study.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Logistic regression model, Minimum C-divergence estimator, Monte Carlo simulation, Newton-Raphson method. |
| Subjects: | Sciences > Mathematics > Mathematical statistics |
| ID Code: | 17492 |
| Deposited On: | 20 Dec 2012 10:57 |
| Last Modified: | 12 Dec 2018 16:28 |
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