Impacto
Downloads
Downloads per month over past year
Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2003) Minimum power-divergence estimator in three-way contingency tables. Journal of Statistical Computation and Simulation, 73 (11). pp. 819-831. ISSN 0094-9655
Official URL: http://www.tandfonline.com/doi/abs/10.1080/0094965031000097782
Abstract
Cressie et al. (2000; 2003) introduced and studied a new family of statistics, based on the phi-divergence measure, for solving the problem of testing a nested sequence of loglinear models. In that family of test statistics the parameters are estimated using the minimum phi-divergence estimator which is a generalization of the maximum likelihood estimator. In this paper we study the minimum power-divergence estimator (the most important family of minimum phi-divergence estimator) for a nested sequence of loglinear models in three-way contingency tables under assumptions of multinomial sampling. A simulation study illustrates that the minimum chi-squared estimator is simultaneously the most robust and efficient estimator among the family of the minimum power-divergence estimator.
Item Type: | Article |
---|---|
Uncontrolled Keywords: | contingency tables; loglinear models; ordinary minimum power-divergence estimator; penalized minimum power-divergence estimator; phi-divergence measure; distance; models |
Subjects: | Sciences > Mathematics > Mathematical statistics |
ID Code: | 17809 |
Deposited On: | 21 Jan 2013 11:05 |
Last Modified: | 16 Sep 2015 08:26 |
Origin of downloads
Repository Staff Only: item control page