Testing equality restrictions in generalized linear models for multinomial data
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T00:21:25Z | |
| dc.date.available | 2023-06-20T00:21:25Z | |
| dc.date.issued | 2011-03 | |
| dc.description | The author would like to thank a referee for critically reading this paper and making suggestions. This work was partially supported by Grants MTM2006-06872 and BSCH-UCM2008-910707. | |
| dc.description.abstract | Based on φ-divergences an estimator of the generalized linear models for multinomial data under linear restrictions on the parameters is considered. New test statistics, also based on φ-divergences are considered as alternatives to the classical ones for testing a hypothesis about linear restrictions on the parameters. The asymptotic distribution of them is obtained under the null hypothesis as well as under contiguous local hypotheses. An application of the estimators and the tests is illustrated in a numerical example and in simulation studies. contiguous local hypotheses.An application of the estimators and the tests is illustrated in a numerical example and in simulation studies. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | Grants | |
| dc.description.sponsorship | BSCH-UCM | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/17458 | |
| dc.identifier.doi | 10.1007/s00184-009-0275-y | |
| dc.identifier.issn | 0026-1335 | |
| dc.identifier.officialurl | http://link.springer.com/article/10.1007%2Fs00184-009-0275-y | |
| dc.identifier.relatedurl | http://www.springer.com/?SGWID=5-102-0-0-0 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/42448 | |
| dc.issue.number | 2 | |
| dc.journal.title | Metrika | |
| dc.language.iso | eng | |
| dc.page.final | 253 | |
| dc.page.initial | 231 | |
| dc.publisher | Springer Heidelberg | |
| dc.relation.projectID | MTM2006-06872 | |
| dc.relation.projectID | 2008-910707 | |
| dc.rights.accessRights | restricted access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Generalized linear models for multinomial data | |
| dc.subject.keyword | Restricted minimum φ-divergence estimation | |
| dc.subject.keyword | Linear restrictions | |
| dc.subject.keyword | φ-divergence test statistics | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Testing equality restrictions in generalized linear models for multinomial data | |
| dc.type | journal article | |
| dc.volume.number | 73 | |
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| dspace.entity.type | Publication |
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