RT Journal Article T1 Confidence sets and coverage probabilities based on preliminary estimators in logistic regression models A1 Menéndez Calleja, María Luisa A1 Pardo Llorente, Leandro A1 Pardo Llorente, María del Carmen AB 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. PB Elsevier Science Bv SN 0377-0427 YR 2009 FD 2009-02-01 LK https://hdl.handle.net/20.500.14352/42451 UL https://hdl.handle.net/20.500.14352/42451 LA eng NO 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. DS Docta Complutense RD 21 ago 2024