Minimum \(\phi\)-divergence estimator in logistic regression models

DOI10.1007/s00362-005-0274-7zbMath1084.62064OpenAlexW2000421605MaRDI QIDQ819428

Julio Angel Pardo, Leandro Pardo, María del Carmen Pardo

Publication date: 28 March 2006

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-005-0274-7

zbMATH Keywords

Newton-Raphson methodMonte Carlo simulationlogistic regression modelminimum \(\phi\)-divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Related Items (18)

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ Variable selection via penalized minimum φ-divergence estimation in logistic regression ⋮ Phi-divergences and polytomous logistic regression models: An overview ⋮ Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification ⋮ A family of the information criteria using the phi-divergence for categorical data ⋮ A more general methodology for fitting global cross-ratio models for discrete longitudinal responses ⋮ On the asymptotic distribution of Cook's distance in logistic regression models ⋮ Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates ⋮ Cressie and Read power-divergences as influence measures for logistic regression models ⋮ Minimum \(\phi \)-divergence estimator and hierarchical testing in loglinear models under product-multinomial sampling ⋮ A simulation study of a nested sequence of binomial regression models ⋮ Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators ⋮ Auto-association measures for stationary time series of categorical data ⋮ Phi-Divergence Statistics for Testing Linear Hypotheses in Logistic Regression Models ⋮ An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model ⋮ Residuals for polytomous logistic regression models based on φ-divergences test statistics ⋮ Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data ⋮ Testing in logistic regression models based on \(\phi\)-divergences measures

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