Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models
dc.contributor.author | Menéndez Calleja, María Luisa | |
dc.contributor.author | Pardo Llorente, Leandro | |
dc.contributor.author | Pardo Llorente, María del Carmen | |
dc.date.accessioned | 2023-06-20T00:21:31Z | |
dc.date.available | 2023-06-20T00:21:31Z | |
dc.date.issued | 2009-02-01 | |
dc.description.abstract | 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. | |
dc.description.department | Depto. de Estadística e Investigación Operativa | |
dc.description.faculty | Fac. de Ciencias Matemáticas | |
dc.description.refereed | TRUE | |
dc.description.status | pub | |
dc.eprint.id | https://eprints.ucm.es/id/eprint/17503 | |
dc.identifier.citation | P.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.doi | 10.1016/j.cam.2008.04.023 | |
dc.identifier.issn | 0377-0427 | |
dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0377042708001891 | |
dc.identifier.relatedurl | http://www.sciencedirect.com/science/ | |
dc.identifier.uri | https://hdl.handle.net/20.500.14352/42451 | |
dc.issue.number | 1 | |
dc.journal.title | Journal of Computational and Applied Mathematics | |
dc.language.iso | eng | |
dc.page.final | 203 | |
dc.page.initial | 193 | |
dc.publisher | Elsevier Science Bv | |
dc.relation.projectID | MTM2006-06872 | |
dc.relation.projectID | UCM2007-910707 | |
dc.rights.accessRights | open access | |
dc.subject.cdu | 519.21 | |
dc.subject.keyword | Preliminary test estimator | |
dc.subject.keyword | Asymptotic coverage probability | |
dc.subject.keyword | Minimum phi-divergence estimator | |
dc.subject.keyword | Recentered confidence set | |
dc.subject.ucm | Estadística matemática (Matemáticas) | |
dc.subject.unesco | 1209 Estadística | |
dc.title | Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models | |
dc.type | journal article | |
dc.volume.number | 224 | |
dspace.entity.type | Publication | |
relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
relation.isAuthorOfPublication.latestForDiscovery | a6409cba-03ce-4c3b-af08-e673b7b2bf58 |
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