New Family Of Estimators For The Loglinear Model Of Quasi-Independence Based On Power-Divergence Measures

Abstract

We study the minimum power-divergence estimator, introduced and studied by N. Cressie and T. R. C. Read [Multinomial goodness-of-fit tests. J. R. Stat. Soc., Ser. B 46, 440–464 (1984), in the loglinear model of quasi-independence. A simulation study illustrates that minimum chi-squared estimator and Cressie-Read estimator are good alternatives to the classical maximum-likelihood estimator for this problem. The estimator obtained for = 2 is the most robust and efficient estimator among the family of the minimum power estimators.