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

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dc.contributor.authorMenéndez Calleja, María Luisa
dc.contributor.authorPardo Llorente, Leandro
dc.contributor.authorPardo Llorente, María del Carmen
dc.date.accessioned2023-06-20T00:21:31Z
dc.date.available2023-06-20T00:21:31Z
dc.date.issued2009-02-01
dc.description.abstractIn 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/17503
dc.identifier.citationP.C. Chiou, A.K.Md.E. Saleh, Preliminary test confidence sets for the mean of a multivariate normal distribution, Journal of Propagations in Probability and Statistics 2 (2002) 177–189. N. Cressie, T.R.C. Read, Multinomial goodness-of-fit tests, Journal of the Royal Statistical Society, Series B 46 (1984) 440–464. M.L. Menéndez, J.A. Pardo, L. Pardo, Phi-divergence test statistics for testing linear hypotheses in logistic regression models, Communication in Statistics (Theory and Methods) 37 (4) (2008) 494–507. M.L. Menéndez, L. Pardo, M.C. Pardo, Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model, Statistical Papers (2008), doi:10.1007/s00362–007-0078-z. J.A. Pardo, L. Pardo, M.C. Pardo, Minimum φ-divergence estimators in Logistic Regression Models, Statistical Papers 47 (2005) 92–108. L. Pardo, Statistical Inference Based on Divergence Measures, Chapman & Hall/CRC, New York, 2006. A.K.Md.E. Saleh, Theory of Preliminary Test and Stein-Type Estimation with Applications, John Wiley, 2006.
dc.identifier.doi10.1016/j.cam.2008.04.023
dc.identifier.issn0377-0427
dc.identifier.officialurlhttp://www.sciencedirect.com/science/article/pii/S0377042708001891
dc.identifier.relatedurlhttp://www.sciencedirect.com/science/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/42451
dc.issue.number1
dc.journal.titleJournal of Computational and Applied Mathematics
dc.language.isoeng
dc.page.final203
dc.page.initial193
dc.publisherElsevier Science Bv
dc.relation.projectIDMTM2006-06872
dc.relation.projectIDUCM2007-910707
dc.rights.accessRightsopen access
dc.subject.cdu519.21
dc.subject.keywordPreliminary test estimator
dc.subject.keywordAsymptotic coverage probability
dc.subject.keywordMinimum phi-divergence estimator
dc.subject.keywordRecentered confidence set
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleConfidence sets and coverage probabilities based on preliminary estimators in logistic regression models
dc.typejournal article
dc.volume.number224
dspace.entity.typePublication
relation.isAuthorOfPublicationa6409cba-03ce-4c3b-af08-e673b7b2bf58
relation.isAuthorOfPublication.latestForDiscoverya6409cba-03ce-4c3b-af08-e673b7b2bf58
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