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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.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
dcterms.referencesP.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.
dspace.entity.typePublication
relation.isAuthorOfPublicationa6409cba-03ce-4c3b-af08-e673b7b2bf58
relation.isAuthorOfPublication.latestForDiscoverya6409cba-03ce-4c3b-af08-e673b7b2bf58

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