On generalized multinomial models and joint percentile estimation
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Publication:393556
DOI10.1016/J.JSPI.2013.08.015zbMATH Open1279.62069arXiv1211.6915OpenAlexW2963913913MaRDI QIDQ393556FDOQ393556
Authors: I. Das, S. Mukhopadhyay 
Publication date: 23 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Abstract: This article proposes a family of link functions for the multinomial response model. The link family includes the multicategorical logistic link as one of its members. Conditions for the local orthogonality of the link and the regression parameters are given. It is shown that local orthogonality of the parameters in a neighbourhood makes the link family location and scale invariant. Confidence regions for jointly estimating the percentiles based on the parametric family of link functions are also determined. A numerical example based on a combination drug study is used to illustrate the proposed parametric link family and the confidence regions for joint percentile estimation.
Full work available at URL: https://arxiv.org/abs/1211.6915
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