Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models

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Menéndez Calleja, María Luisa
Pardo Llorente, María del Carmen
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Elsevier Science Bv
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In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum phi-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate sample sizes.
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