Preliminary test estimators and phi-divergence measures in generalized linear models with binary data
| dc.contributor.author | Menéndez Calleja, María Luisa | |
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T09:43:31Z | |
| dc.date.available | 2023-06-20T09:43:31Z | |
| dc.date.issued | 2008-11 | |
| dc.description.abstract | We consider the problem of estimation of the parameters in Generalized Linear Models (GLM) with binary data when it is suspected that the parameter vector obeys some exact linear restrictions which are linearly independent with some degree of uncertainty. Based on minimum phi-divergence estimation (M phi E), we consider some estimators for the parameters of the GLM: Unrestricted M phi E, restricted M phi E, Preliminary M phi E, Shrinkage M phi E, Shrinkage preliminary M phi E, James-Stein M phi E, Positive-part of Stein-Rule M phi E and Modified preliminary M phi E. Asymptotic bias as well as risk with a quadratic loss function are studied under contiguous alternative hypotheses. Some discussion about dominance among the estimators studied is presented. Finally, a simulation study is carried out. | |
| 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/17532 | |
| dc.identifier.doi | 10.1016/j.jmva.2008.02.011 | |
| dc.identifier.issn | 0047-259X | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0047259X08000547 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/50252 | |
| dc.issue.number | 10 | |
| dc.journal.title | Journal of multivariate analysis | |
| dc.language.iso | eng | |
| dc.page.final | 2284 | |
| dc.page.initial | 2265 | |
| dc.publisher | Academic Press | |
| dc.relation.projectID | MTM2006-06872 | |
| dc.relation.projectID | UCM2007-910707 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.2 | |
| dc.subject.keyword | phi-divergence measures | |
| dc.subject.keyword | Minimum phi-divergence estimator | |
| dc.subject.keyword | phi-divergence statistics | |
| dc.subject.keyword | Preliminary test estimator | |
| dc.subject.keyword | Contiguous alternative hypotheses | |
| dc.subject.keyword | Asymptotic bias | |
| dc.subject.keyword | Asymptotic quadratic risk. | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Preliminary test estimators and phi-divergence measures in generalized linear models with binary data | |
| dc.type | journal article | |
| dc.volume.number | 99 | |
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| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
| relation.isAuthorOfPublication.latestForDiscovery | a6409cba-03ce-4c3b-af08-e673b7b2bf58 |
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