Stein-type estimation in logistic regression models based on minimum phi-divergence estimators
| dc.contributor.author | Menéndez Calleja, María Luisa | |
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T00:20:48Z | |
| dc.date.available | 2023-06-20T00:20:48Z | |
| dc.date.issued | 2009-03-01 | |
| dc.description.abstract | In this paper we present a study of Stein-type estimators for the unknown parameters in logistic regression models when it is suspected that the parameters may be restricted to a subspace of the parameter space. The Stein-type estimators studied are based on the minimum phi-divergence estimator instead on the maximum likelihood estimator as well as on phi-divergence test statistics. | |
| 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/17392 | |
| dc.identifier.doi | 10.1016/j.jkss.2008.07.003 | |
| dc.identifier.issn | 1226-3192 | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S1226319208000872 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/42433 | |
| dc.issue.number | 1 | |
| dc.journal.title | Journal of the Korean Statistical Society | |
| dc.language.iso | eng | |
| dc.page.final | 86 | |
| dc.page.initial | 73 | |
| dc.publisher | Korean Statistical Society | |
| dc.relation.projectID | MTM2006-06872 | |
| dc.relation.projectID | UCM2007-910707 | |
| dc.rights.accessRights | restricted access | |
| dc.subject.cdu | 519.233 | |
| dc.subject.keyword | Logistic regression model | |
| dc.subject.keyword | Phi-divergence test statistics | |
| dc.subject.keyword | Minimum phi-divergence estimator | |
| dc.subject.keyword | General linear hypotheses | |
| dc.subject.keyword | Stein-type estimation | |
| dc.subject.keyword | Statistics. | |
| dc.subject.ucm | Estadística aplicada | |
| dc.title | Stein-type estimation in logistic regression models based on minimum phi-divergence estimators | |
| dc.type | journal article | |
| dc.volume.number | 38 | |
| dcterms.references | Ali, S. M., & Silvey, S. D. (1966). A general class of coefficients of divergence of one distribution from another. Journal of the Royal Statistical Society, Ser. B, 28, 131-142. Baranchik, A. (1970). A family of minimax estimators of the mean of a multivariate normal distribution. Annals of Mathematical Statistics, 41, 642-645. Berger, J. O. (1985). Statistical decision theory and Bayesian analysis (2nd ed.). New York: Springer-Verlag. Cressie, N., & Pardo, L. (2002). In A. H. ElShaarawi, & W. W. Piegorich (Eds.), Encyclopedia of environmetrics: Vol. 3. Phi-divergence statistics (pp. 1551-1555). New York: John Wiley & Sons. Cressie, N. A. C., Pardo, L., & Pardo, M. C. (2003). Size and power considerations for testing loglinear models using phi-divergence test statistics. Statistica Sinica, 13(2), 555-570. Cressie, N., & Read, T. R. C. (1984). Multinomial goodness-of-fit tests. Journal of the Royal Statistical Society, Series B, 46, 440-464. Csiszàr, I. (1963). Eine Informationstheorestiche Ungleichung und ihre Anwendung auf den Beweis der Ergodizität von Markoffschen Ketten. Publications of the mathematical Institute of Hungarian Academy of Sciences, Series A, 8, 84-108. Efron, B., & Morris, C. (1973). Stein's estimation rule and its competitors. An empirical approach. Journal of the American Statistical Association, 68, 117-130. Ghosh, M., Hwany, J., & Tsui, K. (1983). Construction of improved estimators in multiparameter estimation for discrete exponential families. Annals of Statistics, 11, 351-376. (Discussion by J.O. Berger, H. Malcolm Hudson and Carl Morris). Hoffmann, K. (2000). Stein estimation: A review.Statistical Papers, 41, 127-158. James, W., & Stein, C. (1961). Estimation with quadratic loss. In Proceedings of the fourth berkeley symposium on mathematical statistics and probability (pp. 361_379). Berkeley, CA: University of California Press. Judge, G. G., & Bock, M. E. (1978). The statistical implications of pretest and stein-rule estimators in econometrics. Amsterdam: North Holland. Liu, I., & Agresti, A. (2005). The analysis of ordered categorical data: An overview and a survey of recent developments. Test, 14(1), 1-73. Menéndez, M. L., Pardo, J. A., & Pardo, L. (2008a). Phi-divergence test statistics for testing linear hypotheses in logistic regression models. Communications in Statistics (Theory and Methods), 37(4), 494-507. Menéndez, M. L., Pardo, L., & Pardo, M. C. (2008b). Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model. Statistical Papers. Pardo, J. A., Pardo, L., & Pardo, M. C. (2005). Minimum phi-divergence estimator in logistic regression model. Statistical Papers, 47, 91-108. Pardo, J. A., Pardo, L., & Pardo, M. C. (2006). Testing in logistic regression models based on phi-divergences measures. Journal of Statistical Planning and Inference, 132, 982-1006. Pardo, L. (2006). Statistical inference based on divergence measures. New York: Chapman & Hall/CRC. Saleh, A. K. Md. E. (2006). Theory of preliminary test and stein-type estimation with applications. Wiley. Sen, P. K. (1986). On the asymptotic distributional risks of shrinkage and preliminary test versions of maximum likelihood estimators. Sankhya, Series A, 48, 354-371. Stein, C. (1956). Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. In Proceedings of the third berkeley symposium on mathematical statistics and probability, vol. 1 (pp. 197-206). Berkeley, CA: University of California Press. Vajda, I. (1989). Theory of statistical inference and information. Dordrecht: Kluwer Academic. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
| relation.isAuthorOfPublication.latestForDiscovery | a6409cba-03ce-4c3b-af08-e673b7b2bf58 |
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