Título:
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Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
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Autores:
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Menéndez Calleja, María Luisa ;
Pardo Llorente, Leandro ;
Pardo Llorente, María del Carmen
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Tipo de documento:
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texto impreso
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Editorial:
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Springer Verlag, 2009-03
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/restrictedAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Artículo
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Resumen:
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The problem of estimation of the parameters in a logistic regression model is considered under multicollinearity situation when it is suspected that the parameter of the logistic regression model may be restricted to a subspace. We study the properties of the preliminary test based on the minimum phi-divergence estimator as well as in the phi-divergence test statistic. The minimum phi-divergence estimator is a natural extension of the maximum likelihood estimator and the phi-divergence test statistics is a family of the test statistics for testing the hypothesis that the regression coefficients may be restricted to a subspace.
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En línea:
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https://eprints.ucm.es/id/eprint/17499/1/PardoLeandro09.pdf
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